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 Europeyield which you can use to evaluate future volatility of the organization. Please verify Muzinich Europeyield H EUR Hdg Acc Mean Deviation of 0.0938 and Risk Adjusted Performance of 0.3154 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Muzinich Europeyield Market Sensitivity
|As returns on market increase, Muzinich Europeyield returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Europeyield will be expected to be smaller as well. 2 Months Beta |Analyze Muzinich Europeyield Demand TrendCheck current 30 days Muzinich Europeyield correlation with market (DOW)|
β = 0.0058
Muzinich Europeyield Central Daily Price Deviation
Muzinich Europeyield Technical Analysis
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Muzinich Europeyield Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Europeyield has beta of 0.0058 suggesting as returns on market go up, Muzinich Europeyield average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Muzinich Europeyield H EUR Hdg Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0568 implying that it can potentially generate 0.0568% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.0058|
Muzinich Europeyield Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Muzinich Europeyield H EUR Hdg Acc. 0% of all equities and portfolios are less risky than Muzinich Europeyield. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Europeyield H EUR Hdg Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Muzinich Europeyield H EUR Hdg Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Muzinich Europeyield to be traded at 122.61 in 30 days. . As returns on market increase, Muzinich Europeyield returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Europeyield will be expected to be smaller as well.
Muzinich Europeyield correlation with market