Our philosophy towards predicting 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 Dimensional World Allocation 4 which you can use to evaluate future volatility of the entity. Please confirm Dimensional World Mean Deviation of 0.5864 and Coefficient Of Variation of 427.51 to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Dimensional World Market Sensitivity
|As returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market. 2 Months Beta |Analyze Dimensional World Demand TrendCheck current 30 days Dimensional World correlation with market (DOW)|
β = -0.024
Dimensional World Central Daily Price Deviation
Dimensional World Technical Analysis
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Dimensional World Projected Return Density Against MarketAssuming 30 trading days horizon, Dimensional World Allocation 4 has beta of -0.024 . This indicates as returns on benchmark increase, returns on holding Dimensional World are expected to decrease at a much smaller rate. During bear market, however, Dimensional World Allocation 4 is likely to outperform the market. Moreover, The company has an alpha of 0.1948 implying that it can potentially generate 0.1948% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.19|
|Beta against DOW||=||0.02|
Dimensional World Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than Dimensional World Allocation 4. 0% of all equities and portfolios are less risky than Dimensional World. Compared to the overall equity markets, volatility of historical daily returns of Dimensional World Allocation 4 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Dimensional World Allocation 4 to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Dimensional World to be traded at p;1459.85 in 30 days. . As returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market.
Dimensional World correlation with market