Our philosophy towards forecasting 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 Oasis Crescent Glbl which you can use to evaluate future volatility of the fund. Please check Oasis Crescent Glbl Risk Adjusted Performance of 0.1204 and Coefficient Of Variation of 1183.73 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Oasis Crescent Market Sensitivity
|As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well. 2 Months Beta |Analyze Oasis Crescent Glbl Demand TrendCheck current 30 days Oasis Crescent correlation with market (DOW)|
β = 0.0241
Oasis Crescent Central Daily Price Deviation
Oasis Crescent Glbl Technical Analysis
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Oasis Crescent Projected Return Density Against MarketAssuming 30 trading days horizon, Oasis Crescent has beta of 0.0241 suggesting as returns on market go up, Oasis Crescent average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Oasis Crescent Glbl Property Eq A will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0251 implying that it can potentially generate 0.0251% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0251|
|Beta against DOW||=||0.0241|
Oasis Crescent Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8162% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than Oasis Crescent Glbl Property Eq A. 0% of all equities and portfolios are less risky than Oasis Crescent. Compared to the overall equity markets, volatility of historical daily returns of Oasis Crescent Glbl Property Eq A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Oasis Crescent Glbl Property Eq A to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Oasis Crescent to be traded at $0.0 in 30 days. . As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.
Oasis Crescent correlation with market