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 Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG European Equity D EUR Acc Downside Deviation of 1.05, Risk Adjusted Performance of 0.0191 and Mean Deviation of 0.4754 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Man GLG Market Sensitivity
|As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market. 2 Months Beta |Analyze Man GLG European Demand TrendCheck current 30 days Man GLG correlation with market (DOW)|
β = -0.1532
Man GLG Central Daily Price Deviation
Man GLG European Technical Analysis
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Man GLG Projected Return Density Against MarketAssuming 30 trading days horizon, Man GLG European Equity D EUR Acc has beta of -0.1532 . This indicates as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG European Equity D EUR Acc is likely to outperform the market. Moreover, The company has an alpha of 0.015 implying that it can potentially generate 0.015% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.015|
|Beta against DOW||=||0.15|
Man GLG Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.896% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Man GLG European Equity D EUR Acc. 0% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG European Equity D EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Man GLG European Equity D EUR Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Man GLG to be traded at 159.72 in 30 days. . As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.
Man GLG correlation with market