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 I EUR Hdg Acc Risk Adjusted Performance of 0.0717, Downside Deviation of 0.238 and Mean Deviation of 0.1048 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, returns on owning Nomura Fds are expected to decrease at a much smaller rate. During bear market, Nomura Fds is likely to outperform the market. 2 Months Beta |Analyze Nomura Fds Global Demand TrendCheck current 30 days Nomura Fds correlation with market (DOW)|
β = -0.0327
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 Global Dyn Bd I EUR Hdg Acc has beta of -0.0327 suggesting as returns on benchmark increase, returns on holding Nomura Fds are expected to decrease at a much smaller rate. During bear market, however, Nomura Fds Global Dyn Bd I EUR Hdg Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0086 implying that it can potentially generate 0.0086% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0086|
|Beta against DOW||=||0.03|
Nomura Fds Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.