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 Salar E3 GBP which you can use to evaluate future volatility of the fund. Please validate Salar E3 Risk Adjusted Performance of
(0.14) and Coefficient Of Variation of (470.14) 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|
Salar E3 Market Sensitivity
|As returns on market increase, Salar E3 returns are expected to increase less than the market. However during bear market, the loss on holding Salar E3 will be expected to be smaller as well. 2 Months Beta |Analyze Salar E3 GBP Demand TrendCheck current 30 days Salar E3 correlation with market (DOW)|
β = 0.0169
Salar E3 Central Daily Price Deviation
Salar E3 GBP 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.
Salar E3 Projected Return Density Against MarketAssuming 30 trading days horizon, Salar E3 has beta of 0.0169 . This indicates as returns on market go up, Salar E3 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Salar E3 GBP will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Salar E3 GBP is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.12|
|Beta against DOW||=||0.0169|
Salar E3 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5827% risk (volatility on return distribution) over the 30 days horizon.
Salar E3 Investment Opportunity
DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than Salar E3 GBP. 0% of all equities and portfolios are less risky than Salar E3. Compared to the overall equity markets, volatility of historical daily returns of Salar E3 GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Salar E3 GBP to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Salar E3 to be traded at p;12501.72 in 30 days. . As returns on market increase, Salar E3 returns are expected to increase less than the market. However during bear market, the loss on holding Salar E3 will be expected to be smaller as well.
Salar E3 correlation with market
Salar E3 Current Risk Indicators
|Risk Adjusted Performance||(0.14)|
|Market Risk Adjusted Performance||(6.82)|
|Coefficient Of Variation||(470.14)|
Salar E3 Suggested Diversification Pairs