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 Colchester Lcl Mkts Rl Ret Bd A USD Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Lcl Mkts Risk Adjusted Performance of
(0.030338) and Mean Deviation of 1.06 to double-check 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
Moves indifferently to market moves
|Horizon||30 Days Login to change|
Colchester Lcl Market Sensitivity
|As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market. 2 Months Beta |Analyze Colchester Lcl Mkts Demand TrendCheck current 30 days Colchester Lcl correlation with market (DOW)|
β = -0.1079
Colchester Lcl Central Daily Price Deviation
Colchester Lcl Mkts Technical Analysis
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Colchester Lcl Projected Return Density Against MarketAssuming 30 trading days horizon, Colchester Lcl Mkts Rl Ret Bd A USD Acc has beta of -0.1079 suggesting as returns on benchmark increase, returns on holding Colchester Lcl are expected to decrease at a much smaller rate. During bear market, however, Colchester Lcl Mkts Rl Ret Bd A USD 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. Colchester Lcl Mkts is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Colchester Lcl is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Colchester Lcl Mkts Rl Ret Bd A USD Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.11|
Colchester Lcl Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
Colchester Lcl Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Colchester Lcl Mkts Rl Ret Bd A USD Acc. 0% of all equities and portfolios are less risky than Colchester Lcl. Compared to the overall equity markets, volatility of historical daily returns of Colchester Lcl Mkts Rl Ret Bd A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Colchester Lcl Mkts Rl Ret Bd A USD Acc to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Colchester Lcl to be traded at $11.79 in 30 days. . As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market.
Colchester Lcl correlation with market
Colchester Lcl Current Risk Indicators
|Risk Adjusted Performance||(0.030338)|
|Market Risk Adjusted Performance||1.04|
|Coefficient Of Variation||(1,773)|
Colchester Lcl Suggested Diversification Pairs