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 Coefficient Of Variation of
(3,345) and Risk Adjusted Performance of (0.11) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|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 = -0.0224
Rogge Selective Central Daily Price Deviation
Rogge Selective Glbl Technical Analysis
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Rogge Selective Projected Return Density Against MarketAssuming 30 trading days horizon, Rogge Selective Glbl Hi Yld Bd Fdr has beta of -0.0224 . 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. Additionally, Rogge Selective Glbl Hi Yld Bd Fdr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.02|
Rogge Selective Return VolatilityRogge Selective Glbl Hi Yld Bd Fdr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0125% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.01 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