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 Cat which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate 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|
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 Cat Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = -0.0223
GAM Star Central Daily Price Deviation
GAM Star Cat Technical Analysis
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GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Cat Bond A EUR Acc has beta of -0.0223 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 Cat Bond A EUR 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. GAM Star Cat is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.02|
GAM Star Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than GAM Star Cat Bond A EUR 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 Cat Bond A EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Cat Bond A EUR 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 10.09 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
GAM Star Current Risk Indicators
|Risk Adjusted Performance||(0.15)|
|Market Risk Adjusted Performance||4.79|
|Coefficient Of Variation||(437.41)|
GAM Star Suggested Diversification Pairs