Our philosophy in 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 Cheyne European Real Estate Bd HGRE D2 which you can use to evaluate future volatility of the entity. Please confirm Cheyne European Real to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Cheyne European Real Technical Analysis
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Cheyne European Projected Return Density Against MarketAssuming 30 trading days horizon, Cheyne European has beta of 0.0 . This indicates the returns on DOW and Cheyne European do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Cheyne European is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Cheyne European Real Estate Bd HGRE D2 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Cheyne European Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
Cheyne European Investment Opportunity
DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than Cheyne European Real Estate Bd HGRE D2. 0% of all equities and portfolios are less risky than Cheyne European. Compared to the overall equity markets, volatility of historical daily returns of Cheyne European Real Estate Bd HGRE D2 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Cheyne European Current Risk Indicators
Cheyne European Suggested Diversification Pairs