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 Emerg Mrkt Lcl Ccy Mean Deviation of 0.5814 and Risk Adjusted Performance of
(0.22) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|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 Emerg Demand TrendCheck current 30 days Nomura Fds correlation with market (DOW)|
β = 0.0035
Nomura Fds Central Daily Price Deviation
Nomura Fds Emerg 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.
Nomura Fds Projected Return Density Against MarketAssuming 30 trading days horizon, Nomura Fds has beta of 0.0035 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 Emerg Mrkt Lcl Ccy 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. Nomura Fds Emerg is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.14|
|Beta against DOW||=||0.0035|
Nomura Fds Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9504% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.95 and is 9.223372036854776E16 times more volatile than Nomura Fds Emerg Mrkt Lcl Ccy. 0% 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 Emerg Mrkt Lcl Ccy is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Nomura Fds Emerg Mrkt Lcl Ccy to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Nomura Fds to be traded at 0.0 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