Our philosophy 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 GlobalAccess UK Alpha which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Risk Adjusted Performance of
(0.93) and Market Risk Adjusted Performance of (8.33) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GlobalAccess Market Sensitivity
|As returns on market increase, GlobalAccess returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess will be expected to be smaller as well. 2 Months Beta |Analyze GlobalAccess UK Alpha Demand TrendCheck current 30 days GlobalAccess correlation with market (DOW)|
β = 0.0371
GlobalAccess Central Daily Price Deviation
GlobalAccess UK Alpha Technical Analysis
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GlobalAccess Projected Return Density Against MarketAssuming 30 trading days horizon, GlobalAccess has beta of 0.0371 . This indicates as returns on market go up, GlobalAccess average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GlobalAccess UK Alpha I 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. GlobalAccess UK Alpha is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.31|
|Beta against DOW||=||0.0371|
GlobalAccess 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 GlobalAccess UK Alpha I. 0% of all equities and portfolios are less risky than GlobalAccess. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess UK Alpha I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess UK Alpha I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GlobalAccess to be traded at p;205.8 in 30 days. . As returns on market increase, GlobalAccess returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess will be expected to be smaller as well.
GlobalAccess correlation with market