Our philosophy towards estimating 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 Muzinich Glbl which you can use to evaluate future volatility of the organization. Please verify Muzinich Glbl Tctl Crdt Hgd GBP Mean Deviation of 0.1294 and Risk Adjusted Performance of
(0.21) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Muzinich Glbl Market Sensitivity
|As returns on market increase, Muzinich Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Glbl will be expected to be smaller as well. 2 Months Beta |Analyze Muzinich Glbl Tctl Demand TrendCheck current 30 days Muzinich Glbl correlation with market (DOW)|
β = 0.0298
Muzinich Glbl Central Daily Price Deviation
Muzinich Glbl Tctl Technical Analysis
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Muzinich Glbl Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Glbl has beta of 0.0298 . This indicates as returns on market go up, Muzinich Glbl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Muzinich Glbl Tctl Crdt Hgd GBP 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. Muzinich Glbl Tctl is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.05|
|Beta against DOW||=||0.0298|
Muzinich Glbl Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Muzinich Glbl Tctl Crdt Hgd GBP. 0% of all equities and portfolios are less risky than Muzinich Glbl. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Glbl Tctl Crdt Hgd GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Muzinich Glbl Tctl Crdt Hgd GBP to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Muzinich Glbl to be traded at p;9443.61 in 30 days. . As returns on market increase, Muzinich Glbl returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Glbl will be expected to be smaller as well.
Muzinich Glbl correlation with market