Payden Global (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards forecasting 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 Payden Global Emerg which you can use to evaluate future volatility of the fund. Please check Payden Global Emerg to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Payden Global Emerg Technical Analysis

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Payden Global Projected Return Density Against Market

Assuming 30 trading days horizon, Payden Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Payden Global are completely uncorrelated. Furthermore, Payden Global Emerg Mkt Bond GBP AccIt does not look like Payden Global alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Payden Global Return Volatility

Payden Global Emerg Mkt Bond GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Positions Ratings

Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
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Investment Outlook

Payden Global Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than Payden Global Emerg Mkt Bond GBP Acc. 0% of all equities and portfolios are less risky than Payden Global. Compared to the overall equity markets, volatility of historical daily returns of Payden Global Emerg Mkt Bond GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Payden Global Volatility Indicators

Payden Global Emerg Mkt Bond GBP Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.