Our approach towards determining 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 GAM Star Defensive which you can use to evaluate future volatility of the entity. Please check out GAM Star Downside Deviation of 0.4158 and Semi Deviation of 0.3 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market. 2 Months Beta |Analyze GAM Star Defensive Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = -0.0267
GAM Star Central Daily Price Deviation
GAM Star Defensive 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.
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Defensive Inst USD Acc has beta of -0.0267 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Defensive Inst USD Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0209 implying that it can potentially generate 0.0209% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0209|
|Beta against DOW||=||0.03|
GAM Star Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than GAM Star Defensive Inst USD Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Defensive Inst USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Defensive Inst USD Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of GAM Star to be traded at $11.32 in 30 days. . As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
GAM Star correlation with market