Our approach 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 GAM Star Abs which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.2 Months Beta |Analyze GAM Star Abs Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = 0.0033
GAM Star Central Daily Price Deviation
GAM Star Abs Technical Analysis
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GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star has beta of 0.0033 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Abs Ret Bd Defender I will be expected to be much smaller as well. Additionally, GAM Star Abs Ret Bd Defender I has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
|Alpha over DOW||=||0.04|
|Beta against DOW||=||0.0033|
GAM Star Return VolatilityGAM Star Abs Ret Bd Defender I accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
Price Ceiling Movement
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DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than GAM Star Abs Ret Bd Defender I. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Abs Ret Bd Defender I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Abs Ret Bd Defender I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GAM Star to be traded at p;1054.2 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
GAM Star correlation with market
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.