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 Trojanome Feeder O EUR which you can use to evaluate future volatility of the fund. Please validate Trojanome Feeder Coefficient Of Variation of
(37,122) and Risk Adjusted Performance of 0.0041 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|
Trojanome Feeder Market Sensitivity
|As returns on market increase, Trojanome Feeder returns are expected to increase less than the market. However during bear market, the loss on holding Trojanome Feeder will be expected to be smaller as well. 2 Months Beta |Analyze Trojan Income Feeder Demand TrendCheck current 30 days Trojanome Feeder correlation with market (DOW)|
β = 0.2085
Trojanome Feeder Central Daily Price Deviation
Trojan Income Feeder 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.
Trojanome Feeder Projected Return Density Against MarketAssuming 30 trading days horizon, Trojanome Feeder has beta of 0.2085 . This indicates as returns on market go up, Trojanome Feeder average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Trojanome Feeder O EUR will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Trojan Income Feeder is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.21|
Trojanome Feeder Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
Trojanome Feeder Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Trojanome Feeder O EUR. 0% of all equities and portfolios are less risky than Trojanome Feeder. Compared to the overall equity markets, volatility of historical daily returns of Trojanome Feeder O EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Trojanome Feeder O EUR to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Trojanome Feeder to be traded at 1.0379 in 30 days. . As returns on market increase, Trojanome Feeder returns are expected to increase less than the market. However during bear market, the loss on holding Trojanome Feeder will be expected to be smaller as well.
Trojanome Feeder correlation with market
Trojanome Feeder Current Risk Indicators
|Risk Adjusted Performance||0.0041|
|Market Risk Adjusted Performance||(0.06)|
|Coefficient Of Variation||(37,122)|
Trojanome Feeder Suggested Diversification Pairs