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 Mediolanum which you can use to evaluate future volatility of the organization. Please verify Mediolanum Ch International Bond SH A Mean Deviation of 0.2327 and Risk Adjusted Performance of
(0.27) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Mediolanum Market Sensitivity
|As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well. 2 Months Beta |Analyze Mediolanum Ch Intern Demand TrendCheck current 30 days Mediolanum correlation with market (DOW)|
β = 0.0021
Mediolanum Central Daily Price Deviation
Mediolanum Ch Intern Technical Analysis
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Mediolanum Projected Return Density Against MarketAssuming 30 trading days horizon, Mediolanum has beta of 0.0021 . This indicates as returns on market go up, Mediolanum average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mediolanum Ch International Bond SH A will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Mediolanum Ch Intern is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.08|
|Beta against DOW||=||0.0021|
Mediolanum Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.657% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.66 and is 9.223372036854776E16 times more volatile than Mediolanum Ch International Bond SH A. 0% of all equities and portfolios are less risky than Mediolanum. Compared to the overall equity markets, volatility of historical daily returns of Mediolanum Ch International Bond SH A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mediolanum Ch International Bond SH A to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Mediolanum to be traded at 13.9 in 30 days. . As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.
Mediolanum correlation with market