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 Aspect Diversified Trends M GBP Acc which you can use to evaluate future volatility of the entity. Please confirm Aspect Diversified Risk Adjusted Performance of 0.0253 and Mean Deviation of 0.0232 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
Moves indifferently to market moves
|Horizon||30 Days Login to change|
Aspect Diversified Market Sensitivity
|As returns on market increase, returns on owning Aspect Diversified are expected to decrease at a much smaller rate. During bear market, Aspect Diversified is likely to outperform the market. 2 Months Beta |Analyze Aspect Diversified Demand TrendCheck current 30 days Aspect Diversified correlation with market (DOW)|
β = -0.0143
Aspect Diversified Central Daily Price Deviation
Aspect Diversified Technical Analysis
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Aspect Diversified Projected Return Density Against MarketAssuming 30 trading days horizon, Aspect Diversified Trends M GBP Acc has beta of -0.0143 . This indicates as returns on benchmark increase, returns on holding Aspect Diversified are expected to decrease at a much smaller rate. During bear market, however, Aspect Diversified Trends M GBP Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0034 implying that it can potentially generate 0.0034% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0034|
|Beta against DOW||=||0.01|
Aspect Diversified Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
Aspect Diversified Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Aspect Diversified Trends M GBP Acc. 0% of all equities and portfolios are less risky than Aspect Diversified. Compared to the overall equity markets, volatility of historical daily returns of Aspect Diversified Trends M GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Aspect Diversified Trends M GBP Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Aspect Diversified to be traded at p;10854.9 in 30 days. . As returns on market increase, returns on owning Aspect Diversified are expected to decrease at a much smaller rate. During bear market, Aspect Diversified is likely to outperform the market.
Aspect Diversified correlation with market
Aspect Diversified Current Risk Indicators
|Risk Adjusted Performance||0.0253|
|Market Risk Adjusted Performance||(0.12)|
|Coefficient Of Variation||663.32|
Aspect Diversified Suggested Diversification Pairs