Our philosophy towards estimating 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 Muzinich Loan which you can use to evaluate future volatility of the organization. Please verify Muzinich Loan A USD Risk Adjusted Performance of 0.5315 and Mean Deviation of 0.1414 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Muzinich Loan Market Sensitivity
|As returns on market increase, returns on owning Muzinich Loan are expected to decrease at a much smaller rate. During bear market, Muzinich Loan is likely to outperform the market. 2 Months Beta |Analyze Muzinich Loan A Demand TrendCheck current 30 days Muzinich Loan correlation with market (DOW)|
β = -0.0022
Muzinich Loan Central Daily Price Deviation
Muzinich Loan A Technical Analysis
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Muzinich Loan Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Loan A USD has beta of -0.0022 suggesting as returns on benchmark increase, returns on holding Muzinich Loan are expected to decrease at a much smaller rate. During bear market, however, Muzinich Loan A USD is likely to outperform the market. Moreover, The company has an alpha of 0.1317 implying that it can potentially generate 0.1317% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.13|
|Beta against DOW||=||0.0022|
Muzinich Loan Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Muzinich Loan A USD. 0% of all equities and portfolios are less risky than Muzinich Loan. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Loan A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Muzinich Loan A USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Muzinich Loan to be traded at 102.57 in 30 days. . As returns on market increase, returns on owning Muzinich Loan are expected to decrease at a much smaller rate. During bear market, Muzinich Loan is likely to outperform the market.
Muzinich Loan correlation with market
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