Our philosophy towards measuring 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 SWMC Small Cap European A EUR which you can use to evaluate future volatility of the fund. Please validate SWMC Small Coefficient Of Variation of
(9,568) and Risk Adjusted Performance of (0.013668) to confirm 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
|Horizon||30 Days Login to change|
SWMC Small Market Sensitivity
|As returns on market increase, returns on owning SWMC Small are expected to decrease at a much smaller rate. During bear market, SWMC Small is likely to outperform the market. 2 Months Beta |Analyze SWMC Small Cap Demand TrendCheck current 30 days SWMC Small correlation with market (DOW)|
β = -0.1505
SWMC Small Central Daily Price Deviation
SWMC Small Cap Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
SWMC Small Projected Return Density Against MarketAssuming 30 trading days horizon, SWMC Small Cap European A EUR has beta of -0.1505 . This indicates as returns on benchmark increase, returns on holding SWMC Small are expected to decrease at a much smaller rate. During bear market, however, SWMC Small Cap European A EUR is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. SWMC Small Cap is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.15|
SWMC Small Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
SWMC Small Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than SWMC Small Cap European A EUR. 0% of all equities and portfolios are less risky than SWMC Small. Compared to the overall equity markets, volatility of historical daily returns of SWMC Small Cap European A EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SWMC Small Cap European A EUR to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of SWMC Small to be traded at 117.84 in 30 days. . As returns on market increase, returns on owning SWMC Small are expected to decrease at a much smaller rate. During bear market, SWMC Small is likely to outperform the market.
SWMC Small correlation with market
SWMC Small Current Risk Indicators
|Risk Adjusted Performance||(0.013668)|
|Market Risk Adjusted Performance||0.1062|
|Coefficient Of Variation||(9,568)|
SWMC Small Suggested Diversification Pairs