We consider Nomura Fds unknown risk. Nomura Fds Global has Sharpe Ratio of 0.0776 which conveys that Nomura Fds Global had 0.0776% of return per unit of risk over the last 2 months. 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 Nomura Fds which you can use to evaluate future volatility of the organization. Please verify Nomura Fds Global Dyn Bd A H EUR Acc Mean Deviation of 0.1292 and Risk Adjusted Performance of
(0.26) to check out if risk estimate we provide are consistent with the epected return of 0.0254%.
|Horizon||30 Days Login to change|
Nomura Fds Market Sensitivity
|As returns on market increase, Nomura Fds returns are expected to increase less than the market. However during bear market, the loss on holding Nomura Fds will be expected to be smaller as well. 2 Months Beta |Analyze Nomura Fds Global Demand TrendCheck current 30 days Nomura Fds correlation with market (DOW)|
β = 0.0044
Nomura Fds Central Daily Price Deviation
Nomura Fds Global Technical Analysis
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Nomura Fds Projected Return Density Against MarketAssuming 30 trading days horizon, Nomura Fds has beta of 0.0044 suggesting as returns on market go up, Nomura Fds average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Nomura Fds Global Dyn Bd A H EUR Acc will be expected to be much smaller as well. Additionally, Nomura Fds Global Dyn Bd A H EUR Acc 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
Assuming 30 trading days horizon, the coefficient of variation of Nomura Fds is 1288.57. The daily returns are destributed with a variance of 0.11 and standard deviation of 0.33. The mean deviation of Nomura Fds Global Dyn Bd A H EUR Acc is currently at 0.21. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
|Alpha over DOW||=||0.03|
|Beta against DOW||=||0.0044|
Nomura Fds Return VolatilityNomura Fds Global Dyn Bd A H EUR Acc accepts 0.327% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.05 and is 6.21 times more volatile than Nomura Fds Global Dyn Bd A H EUR Acc. 2% of all equities and portfolios are less risky than Nomura Fds. Compared to the overall equity markets, volatility of historical daily returns of Nomura Fds Global Dyn Bd A H EUR Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Nomura Fds Global Dyn Bd A H EUR Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Nomura Fds to be traded at 99.19 in 30 days. . As returns on market increase, Nomura Fds returns are expected to increase less than the market. However during bear market, the loss on holding Nomura Fds will be expected to be smaller as well.
Nomura Fds correlation with market