FT 4833 Risk Analysis And Volatility Evaluation

FLQCVX -- USA Fund  

USD 9.74  0.18  1.81%

Our way in which we are predicting 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 FT 4833 which you can use to evaluate future volatility of the entity. Please confirm FT 4833 Equity Income Select P Standard Deviation of 0.9789 and Market Risk Adjusted Performance of 0.017804 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

FT 4833 Market Sensitivity

As returns on market increase, FT 4833 returns are expected to increase less than the market. However during bear market, the loss on holding FT 4833 will be expected to be smaller as well.
One Month Beta |Analyze FT 4833 Equity Demand Trend
Check current 30 days FT 4833 correlation with market (DOW)
β = 0.1952

FT 4833 Central Daily Price Deviation

FT 4833 Equity Technical Analysis

Transformation
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.

FT 4833 Projected Return Density Against Market

Assuming 30 trading days horizon, FT 4833 has beta of 0.1952 suggesting as returns on market go up, FT 4833 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding FT 4833 Equity Income Select P will be expected to be much smaller as well. Moreover, FT 4833 Equity Income Select P has an alpha of 0.0101 implying that it can potentially generate 0.0101% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0101
β
Beta against DOW=0.20
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

FT 4833 Return Volatility

FT 4833 Equity Income Select P assumes 0.0% volatility of returns over the 30 days investment horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

FT 4833 Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than FT 4833 Equity Income Select P. 0% of all equities and portfolios are less risky than FT 4833. Compared to the overall equity markets, volatility of historical daily returns of FT 4833 Equity Income Select P is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use FT 4833 Equity Income Select P to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of FT 4833 to be traded at $9.45 in 30 days. As returns on market increase, FT 4833 returns are expected to increase less than the market. However during bear market, the loss on holding FT 4833 will be expected to be smaller as well.

FT 4833 correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding FT 4833 Equity Income Select P and equity matching DJI index in the same portfolio.

FT 4833 Volatility Indicators

FT 4833 Equity Income Select P Current Risk Indicators

Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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