Our philosophy towards forecasting 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 Polar Capital European which you can use to evaluate future volatility of the fund. Please check Polar Capital European Risk Adjusted Performance of
(0.17) and Coefficient Of Variation of (415.06) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Polar Capital Market Sensitivity
|As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market. 2 Months Beta |Analyze Polar Capital European Demand TrendCheck current 30 days Polar Capital correlation with market (DOW)|
β = -0.334
Polar Capital Central Daily Price Deviation
Polar Capital European Technical Analysis
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Polar Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Polar Capital European Income S Acc has beta of -0.334 suggesting as returns on benchmark increase, returns on holding Polar Capital are expected to decrease at a much smaller rate. During bear market, however, Polar Capital European Income S Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Polar Capital European is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.26|
|Beta against DOW||=||0.33|
Polar Capital 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 Polar Capital European Income S Acc. 0% of all equities and portfolios are less risky than Polar Capital. Compared to the overall equity markets, volatility of historical daily returns of Polar Capital European Income S Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Polar Capital European Income S Acc to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Polar Capital to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.
Polar Capital correlation with market