Our philosophy in foreseeing 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 Brandes Global Value I Euro Acc which you can use to evaluate future volatility of the entity. Please confirm Brandes Global Value Mean Deviation of 0.0985 and Risk Adjusted Performance of
(0.10) to double-check 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
Barely shadows market
|Horizon||30 Days Login to change|
Brandes Global Market Sensitivity
|As returns on market increase, Brandes Global returns are expected to increase less than the market. However during bear market, the loss on holding Brandes Global will be expected to be smaller as well. 2 Months Beta |Analyze Brandes Global Value Demand TrendCheck current 30 days Brandes Global correlation with market (DOW)|
β = 0.1096
Brandes Global Central Daily Price Deviation
Brandes Global Value Technical Analysis
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Brandes Global Projected Return Density Against MarketAssuming 30 trading days horizon, Brandes Global has beta of 0.1096 . This indicates as returns on market go up, Brandes Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Brandes Global Value I Euro Acc 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. Brandes Global Value is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.11|
Brandes Global Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6319% risk (volatility on return distribution) over the 30 days horizon.
Brandes Global Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Brandes Global Value I Euro Acc. 0% of all equities and portfolios are less risky than Brandes Global. Compared to the overall equity markets, volatility of historical daily returns of Brandes Global Value I Euro Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Brandes Global Value I Euro Acc to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Brandes Global to be traded at 23.19 in 30 days. . As returns on market increase, Brandes Global returns are expected to increase less than the market. However during bear market, the loss on holding Brandes Global will be expected to be smaller as well.
Brandes Global correlation with market
Brandes Global Current Risk Indicators
|Risk Adjusted Performance||(0.10)|
|Market Risk Adjusted Performance||(0.37)|
|Coefficient Of Variation||(753.37)|
Brandes Global Suggested Diversification Pairs