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 GAM Star Asian which you can use to evaluate future volatility of the entity. Please check out GAM Star Downside Deviation of 1.66 and Semi Deviation of 0.5723 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Barely shadows market
|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well. 2 Months Beta |Analyze GAM Star Asian Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = 0.1508
GAM Star Central Daily Price Deviation
GAM Star Asian Technical Analysis
GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star has beta of 0.1508 . This indicates as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Asian Equity USD Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1157 implying that it can potentially generate 0.1157% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.12|
|Beta against DOW||=||0.15|
GAM Star Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than GAM Star Asian Equity USD Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Asian Equity USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Asian Equity USD Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of GAM Star to be traded at $15.82 in 30 days. . As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
GAM Star correlation with market
GAM Star Current Risk Indicators
|Risk Adjusted Performance||0.1149|
|Market Risk Adjusted Performance||0.8856|
|Coefficient Of Variation||577.09|
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