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 Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG European Equity D EUR Acc Mean Deviation of 0.6703 and Risk Adjusted Performance of
(0.26) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
|As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market. 2 Months Beta |Analyze Man GLG European Demand TrendCheck current 30 days Man GLG correlation with market (DOW)|
β = -0.0669
Man GLG Central Daily Price Deviation
Man GLG European Technical Analysis
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Man GLG Projected Return Density Against MarketAssuming 30 trading days horizon, Man GLG European Equity D EUR Acc has beta of -0.0669 suggesting as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG European Equity D 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. Man GLG European is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.14|
|Beta against DOW||=||0.07|
Man GLG Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Man GLG European Equity D EUR Acc. 0% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG European Equity D EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Man GLG European Equity D EUR Acc to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Man GLG to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.
Man GLG correlation with market