Our approach towards determining 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 GVQ UK Focus which you can use to evaluate future volatility of the entity. Please check out GVQ UK Market Risk Adjusted Performance of 1.06 and Risk Adjusted Performance of 0.1715 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GVQ UK Market Sensitivity
|As returns on market increase, GVQ UK returns are expected to increase less than the market. However during bear market, the loss on holding GVQ UK will be expected to be smaller as well. 2 Months Beta |Analyze GVQ UK Focus Demand TrendCheck current 30 days GVQ UK correlation with market (DOW)|
β = 0.0721
GVQ UK Central Daily Price Deviation
GVQ UK Focus Technical Analysis
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GVQ UK Projected Return Density Against MarketAssuming 30 trading days horizon, GVQ UK has beta of 0.0721 . This indicates as returns on market go up, GVQ UK average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GVQ UK Focus A will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0796 implying that it can potentially generate 0.0796% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.08|
|Beta against DOW||=||0.07|
GVQ UK Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9746% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than GVQ UK Focus A. 0% of all equities and portfolios are less risky than GVQ UK. Compared to the overall equity markets, volatility of historical daily returns of GVQ UK Focus A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GVQ UK Focus A to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of GVQ UK to be traded at p;2548.26 in 30 days. . As returns on market increase, GVQ UK returns are expected to increase less than the market. However during bear market, the loss on holding GVQ UK will be expected to be smaller as well.
GVQ UK correlation with market