Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for GlobalAccess Emerg Mkts which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Emerg Risk Adjusted Performance of
(0.30) and Market Risk Adjusted Performance of 10.77 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GlobalAccess Emerg Market Sensitivity
|As returns on market increase, returns on owning GlobalAccess Emerg are expected to decrease at a much smaller rate. During bear market, GlobalAccess Emerg is likely to outperform the market. 2 Months Beta |Analyze GlobalAccess Emerg Mkts Demand TrendCheck current 30 days GlobalAccess Emerg correlation with market (DOW)|
β = -0.0096
GlobalAccess Emerg Central Daily Price Deviation
GlobalAccess Emerg Mkts Technical Analysis
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GlobalAccess Emerg Projected Return Density Against MarketAssuming 30 trading days horizon, GlobalAccess Emerg Mkts Debt A Acc has beta of -0.0096 suggesting as returns on benchmark increase, returns on holding GlobalAccess Emerg are expected to decrease at a much smaller rate. During bear market, however, GlobalAccess Emerg Mkts Debt A Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GlobalAccess Emerg Mkts is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.0096|
GlobalAccess Emerg Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than GlobalAccess Emerg Mkts Debt A Acc. 0% of all equities and portfolios are less risky than GlobalAccess Emerg. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess Emerg Mkts Debt A Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess Emerg Mkts Debt A Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of GlobalAccess Emerg to be traded at $0.0 in 30 days. . As returns on market increase, returns on owning GlobalAccess Emerg are expected to decrease at a much smaller rate. During bear market, GlobalAccess Emerg is likely to outperform the market.
GlobalAccess Emerg correlation with market