Macroaxis considers Absolute Insight to be unknown risk. Absolute Insight Credit secures Sharpe Ratio (or Efficiency) of -0.378 which signifies that the fund had -0.378% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Absolute Insight Credit B1p2 GBP exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Absolute Insight Credit to double-check risk estimate we provide.
|Horizon||30 Days Login to change|
Absolute Insight Credit Technical Analysis
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Absolute Insight Projected Return Density Against MarketAssuming 30 trading days horizon, Absolute Insight has beta of 0.0 . This indicates the returns on DOW and Absolute Insight do not appear to be responsive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Absolute Insight is -264.58. The daily returns are destributed with a variance of 0.34 and standard deviation of 0.58. The mean deviation of Absolute Insight Credit B1p2 GBP is currently at 0.38. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Absolute Insight Return Volatilitythe fund firm accepts 0.5815% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.99 and is 3.43 times more volatile than Absolute Insight Credit B1p2 GBP. 5% of all equities and portfolios are less risky than Absolute Insight. Compared to the overall equity markets, volatility of historical daily returns of Absolute Insight Credit B1p2 GBP is lower than 5 (%) of all global equities and portfolios over the last 30 days.