Our philosophy towards foreseeing 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 Absolute Insight Credit B1p2 GBP which you can use to evaluate future volatility of the entity. Please confirm Absolute Insight Credit to double-check 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
Ignores market trends
|Horizon||30 Days Login to change|
Absolute Insight Credit Technical Analysis
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
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Absolute Insight Return Volatilitythe fund firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6602% risk (volatility on return distribution) over the 30 days horizon.
Absolute Insight Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Absolute Insight Credit B1p2 GBP. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.
Absolute Insight Current Risk Indicators
Absolute Insight Suggested Diversification Pairs