Our way in which we are predicting 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 F00000PHA0 which you can use to evaluate future volatility of the entity. Please confirm F00000PHA0 IR Standard Deviation of 0.1503 to check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
F00000PHA0 IR Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
F00000PHA0 Projected Return Density Against MarketAssuming 30 trading days horizon, F00000PHA0 has beta of 0.0 suggesting the returns on DOW and F00000PHA0 do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
F00000PHA0 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
F00000PHA0 Investment Opportunity
F00000PHA0 IR has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than F00000PHA0. Compared to the overall equity markets, volatility of historical daily returns of F00000PHA0 IR is lower than 0 (%) of all global equities and portfolios over the last 30 days.
F00000PHA0 Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||1890.66|
|Value At Risk||(0.26)|
F00000PHA0 Suggested Diversification Pairs
|3M vs. F00000PHA0|
|Microsoft vs. F00000PHA0|
|Salesforce vs. F00000PHA0|
|Alphabet vs. F00000PHA0|
|Alibaba Group vs. F00000PHA0|
|Visa vs. F00000PHA0|
|VMware vs. F00000PHA0|