Our way in which we are 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 NT North which you can use to evaluate future volatility of the organization. Please verify NT North America Equity Index B Euro to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
NT North America Technical Analysis
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NT North Projected Return Density Against MarketAssuming 30 trading days horizon, NT North has beta of 0.0 . This indicates the returns on DOW and NT North do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of NT North is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of NT North America Equity Index B Euro is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
NT North Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
NT North Investment Opportunity
DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than NT North America Equity Index B Euro. 0% of all equities and portfolios are less risky than NT North. Compared to the overall equity markets, volatility of historical daily returns of NT North America Equity Index B Euro is lower than 0 (%) of all global equities and portfolios over the last 30 days.
NT North Current Risk Indicators
NT North Suggested Diversification Pairs