Our approach 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 KBI Instl which you can use to evaluate future volatility of the entity. Please verify KBI Instl Eurozone Equity HIYEU EUR C Mean Deviation of 1.21, Downside Deviation of 2.86 and Semi Deviation of 1.85 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
KBI Instl Market Sensitivity
|As returns on market increase, returns on owning KBI Instl are expected to decrease at a much smaller rate. During bear market, KBI Instl is likely to outperform the market. 2 Months Beta |Analyze KBI Instl Eurozone Demand TrendCheck current 30 days KBI Instl correlation with market (DOW)|
β = -0.0964
KBI Instl Central Daily Price Deviation
KBI Instl Eurozone Technical Analysis
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KBI Instl Projected Return Density Against MarketAssuming 30 trading days horizon, KBI Instl Eurozone Equity HIYEU EUR C has beta of -0.0964 . This indicates as returns on benchmark increase, returns on holding KBI Instl are expected to decrease at a much smaller rate. During bear market, however, KBI Instl Eurozone Equity HIYEU EUR C is likely to outperform the market. Moreover, The company has an alpha of 0.002 implying that it can potentially generate 0.002% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.002|
|Beta against DOW||=||0.1|
KBI Instl Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than KBI Instl Eurozone Equity HIYEU EUR C. 0% of all equities and portfolios are less risky than KBI Instl. Compared to the overall equity markets, volatility of historical daily returns of KBI Instl Eurozone Equity HIYEU EUR C is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KBI Instl Eurozone Equity HIYEU EUR C to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of KBI Instl to be traded at 15.14 in 30 days. . As returns on market increase, returns on owning KBI Instl are expected to decrease at a much smaller rate. During bear market, KBI Instl is likely to outperform the market.
KBI Instl correlation with market