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 Rogge Selective Glbl which you can use to evaluate future volatility of the fund. Please check Rogge Selective Glbl Risk Adjusted Performance of 0.1121 and Coefficient Of Variation of 687.14 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|
Rogge Selective Market Sensitivity
|As returns on market increase, returns on owning Rogge Selective are expected to decrease at a much smaller rate. During bear market, Rogge Selective is likely to outperform the market. 2 Months Beta |Analyze Rogge Selective Glbl Demand TrendCheck current 30 days Rogge Selective correlation with market (DOW)|
β = -0.2799
Rogge Selective Central Daily Price Deviation
Rogge Selective Glbl 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.
Rogge Selective Projected Return Density Against MarketAssuming 30 trading days horizon, Rogge Selective Glbl Hi Yld Bd Fdr has beta of -0.2799 . This indicates as returns on benchmark increase, returns on holding Rogge Selective are expected to decrease at a much smaller rate. During bear market, however, Rogge Selective Glbl Hi Yld Bd Fdr is likely to outperform the market. Moreover, The company has an alpha of 0.0795 implying that it can potentially generate 0.0795% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.08|
|Beta against DOW||=||0.28|
Rogge Selective Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8135% risk (volatility on return distribution) over the 30 days horizon.
Rogge Selective Investment Opportunity
DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Rogge Selective Glbl Hi Yld Bd Fdr. 0% of all equities and portfolios are less risky than Rogge Selective. Compared to the overall equity markets, volatility of historical daily returns of Rogge Selective Glbl Hi Yld Bd Fdr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Rogge Selective Glbl Hi Yld Bd Fdr to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Rogge Selective to be traded at $24.53 in 30 days. . As returns on market increase, returns on owning Rogge Selective are expected to decrease at a much smaller rate. During bear market, Rogge Selective is likely to outperform the market.
Rogge Selective correlation with market
Rogge Selective Current Risk Indicators
|Risk Adjusted Performance||0.1121|
|Market Risk Adjusted Performance||(0.28)|
|Coefficient Of Variation||687.14|
Rogge Selective Suggested Diversification Pairs
|TransCanada vs. Rogge Selective|
|GM vs. Rogge Selective|
|ISU GK vs. Rogge Selective|
|ProShares UltraPro vs. Rogge Selective|
|Visa vs. Rogge Selective|
|VMware vs. Rogge Selective|
|Citigroup vs. Rogge Selective|
|Ford Motor vs. Rogge Selective|