Our philosophy towards measuring 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 Sahara Midcap Bns which you can use to evaluate future volatility of the fund. Please validate Sahara Midcap Risk Adjusted Performance of
(0.11) and Coefficient Of Variation of (771.66) to confirm 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|
Sahara Midcap Market Sensitivity
|As returns on market increase, returns on owning Sahara Midcap are expected to decrease at a much smaller rate. During bear market, Sahara Midcap is likely to outperform the market. 2 Months Beta |Analyze Sahara Midcap Bns Demand TrendCheck current 30 days Sahara Midcap correlation with market (DOW)|
β = -0.0118
Sahara Midcap Central Daily Price Deviation
Sahara Midcap Bns 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.
Sahara Midcap Projected Return Density Against MarketAssuming 30 trading days horizon, Sahara Midcap Bns has beta of -0.0118 suggesting as returns on benchmark increase, returns on holding Sahara Midcap are expected to decrease at a much smaller rate. During bear market, however, Sahara Midcap Bns 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. Sahara Midcap Bns is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.07|
|Beta against DOW||=||0.01|
Sahara Midcap Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
Sahara Midcap Investment Opportunity
DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than Sahara Midcap Bns. 0% of all equities and portfolios are less risky than Sahara Midcap. Compared to the overall equity markets, volatility of historical daily returns of Sahara Midcap Bns is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sahara Midcap Bns to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Sahara Midcap to be traded at 78.39 in 30 days. . As returns on market increase, returns on owning Sahara Midcap are expected to decrease at a much smaller rate. During bear market, Sahara Midcap is likely to outperform the market.
Sahara Midcap correlation with market
Sahara Midcap Current Risk Indicators
|Risk Adjusted Performance||(0.11)|
|Market Risk Adjusted Performance||6.32|
|Coefficient Of Variation||(771.66)|
Sahara Midcap Suggested Diversification Pairs