Our philosophy towards foreseeing 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 Baillie Gifford Wldwd Em Mkts Bd B Acc which you can use to evaluate future volatility of the entity. Please confirm Baillie Gifford Wldwd Risk Adjusted Performance of
(0.20) and Mean Deviation of 1.19 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Baillie Gifford Market Sensitivity
|As returns on market increase, Baillie Gifford returns are expected to increase less than the market. However during bear market, the loss on holding Baillie Gifford will be expected to be smaller as well. 2 Months Beta |Analyze Baillie Gifford Wldwd Demand TrendCheck current 30 days Baillie Gifford correlation with market (DOW)|
β = 0.2999
Baillie Gifford Central Daily Price Deviation
Baillie Gifford Wldwd Technical Analysis
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Baillie Gifford Projected Return Density Against MarketAssuming 30 trading days horizon, Baillie Gifford has beta of 0.2999 suggesting as returns on market go up, Baillie Gifford average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Baillie Gifford Wldwd Em Mkts Bd B Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Baillie Gifford Wldwd is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Baillie Gifford is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Baillie Gifford Wldwd Em Mkts Bd B Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
|Alpha over DOW||=||0.66|
|Beta against DOW||=||0.30|
Baillie Gifford Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6896% 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 Baillie Gifford Wldwd Em Mkts Bd B Acc. 0% of all equities and portfolios are less risky than Baillie Gifford. Compared to the overall equity markets, volatility of historical daily returns of Baillie Gifford Wldwd Em Mkts Bd B Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Baillie Gifford Wldwd Em Mkts Bd B Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Baillie Gifford to be traded at $0.0 in 30 days. . As returns on market increase, Baillie Gifford returns are expected to increase less than the market. However during bear market, the loss on holding Baillie Gifford will be expected to be smaller as well.
Baillie Gifford correlation with market