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 European 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
|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, GAM Star will likely underperform. 2 Months Beta |Analyze GAM Star European Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = 1.626
GAM Star Central Daily Price Deviation
GAM Star European Technical Analysis
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GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.626 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, GAM Star will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GAM Star European is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.43|
|Beta against DOW||=||1.63|
GAM Star Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than GAM Star European Equity EUR. 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 European Equity EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star European Equity EUR to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of GAM Star to be traded at 254.85 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, GAM Star will likely underperform.
GAM Star correlation with market
GAM Star Current Risk Indicators
|Risk Adjusted Performance||(0.1)|
|Market Risk Adjusted Performance||(0.26)|
|Coefficient Of Variation||(628.74)|
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