Our philosophy towards measuring 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 Sector Sigma Nordic B EUR which you can use to evaluate future volatility of the fund. Please validate Sector Sigma to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Sector Sigma Nordic Technical Analysis
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Sector Sigma Projected Return Density Against MarketAssuming 30 trading days horizon, Sector Sigma has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Sector Sigma are completely uncorrelated. Furthermore, Sector Sigma Nordic B EURIt does not look like Sector Sigma alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Sector Sigma Return VolatilitySector Sigma Nordic B EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3014% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than Sector Sigma Nordic B EUR. 0% of all equities and portfolios are less risky than Sector Sigma. Compared to the overall equity markets, volatility of historical daily returns of Sector Sigma Nordic B EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.