Our philosophy towards forecasting 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 Perkins Global Value which you can use to evaluate future volatility of the fund. Please check Perkins Global Value Semi Deviation of 0.4448, Risk Adjusted Performance of 0.0195 and Coefficient Of Variation of 4026.25 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|
Perkins Global Market Sensitivity
|As returns on market increase, returns on owning Perkins Global are expected to decrease at a much smaller rate. During bear market, Perkins Global is likely to outperform the market. 2 Months Beta |Analyze Perkins Global Value Demand TrendCheck current 30 days Perkins Global correlation with market (DOW)|
β = -0.0659
Perkins Global Central Daily Price Deviation
Perkins Global Value Technical Analysis
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Perkins Global Projected Return Density Against MarketAssuming 30 trading days horizon, Perkins Global Value A EUR Acc Hedged has beta of -0.0659 . This indicates as returns on benchmark increase, returns on holding Perkins Global are expected to decrease at a much smaller rate. During bear market, however, Perkins Global Value A EUR Acc Hedged is likely to outperform the market. Moreover, The company has an alpha of 0.0137 implying that it can potentially generate 0.0137% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0137|
|Beta against DOW||=||0.07|
Perkins Global Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6636% risk (volatility on return distribution) over the 30 days horizon.
Perkins Global Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Perkins Global Value A EUR Acc Hedged. 0% of all equities and portfolios are less risky than Perkins Global. Compared to the overall equity markets, volatility of historical daily returns of Perkins Global Value A EUR Acc Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Perkins Global Value A EUR Acc Hedged to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Perkins Global to be traded at 14.76 in 30 days. . As returns on market increase, returns on owning Perkins Global are expected to decrease at a much smaller rate. During bear market, Perkins Global is likely to outperform the market.
Perkins Global correlation with market
Perkins Global Current Risk Indicators
|Risk Adjusted Performance||0.0195|
|Market Risk Adjusted Performance||(0.20)|
|Coefficient Of Variation||4026.25|
Perkins Global Suggested Diversification Pairs
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