Our philosophy towards measuring 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 Sanlam FOUR Stable Global Eq A USD Acc which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR Coefficient Of Variation of 514.4 and Risk Adjusted Performance of 0.01 to confirm 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|
Sanlam FOUR Stable 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.
Sanlam FOUR Projected Return Density Against MarketAssuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 suggesting the returns on DOW and Sanlam FOUR do not appear to be related. 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|
Sanlam FOUR 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.
Sanlam FOUR Investment Opportunity
DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than Sanlam FOUR Stable Global Eq A USD Acc. 0% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR Stable Global Eq A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Sanlam FOUR Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||514.4|
Sanlam FOUR Suggested Diversification Pairs
|3M vs. Sanlam FOUR|
|Visa vs. Sanlam FOUR|
|Microsoft vs. Sanlam FOUR|
|Alphabet vs. Sanlam FOUR|
|VMware vs. Sanlam FOUR|
|Facebook vs. Sanlam FOUR|