Our approach towards foreseeing 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 CGWM Select Bond A EUR H which you can use to evaluate future volatility of the entity. Please confirm CGWM Select Bond Mean Deviation of 0.0512 and Risk Adjusted Performance of
(0.005528) to double-check 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|
CGWM Select Market Sensitivity
|As returns on market increase, returns on owning CGWM Select are expected to decrease at a much smaller rate. During bear market, CGWM Select is likely to outperform the market. 2 Months Beta |Analyze CGWM Select Bond Demand TrendCheck current 30 days CGWM Select correlation with market (DOW)|
β = -0.026
CGWM Select Central Daily Price Deviation
CGWM Select Bond 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.
CGWM Select Projected Return Density Against MarketAssuming 30 trading days horizon, CGWM Select Bond A EUR H has beta of -0.026 . This indicates as returns on benchmark increase, returns on holding CGWM Select are expected to decrease at a much smaller rate. During bear market, however, CGWM Select Bond A EUR H is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. CGWM Select Bond is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.0044|
|Beta against DOW||=||0.03|
CGWM Select Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
CGWM Select Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than CGWM Select Bond A EUR H. 0% of all equities and portfolios are less risky than CGWM Select. Compared to the overall equity markets, volatility of historical daily returns of CGWM Select Bond A EUR H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use CGWM Select Bond A EUR H to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of CGWM Select to be traded at 94.21 in 30 days. . As returns on market increase, returns on owning CGWM Select are expected to decrease at a much smaller rate. During bear market, CGWM Select is likely to outperform the market.
CGWM Select correlation with market
CGWM Select Current Risk Indicators
|Risk Adjusted Performance||(0.005528)|
|Market Risk Adjusted Performance||0.1688|
|Coefficient Of Variation||2984.3|
CGWM Select Suggested Diversification Pairs
|Alphabet vs. CGWM Select|
|Twitter vs. CGWM Select|
|VMware vs. CGWM Select|
|Lyft Inc vs. CGWM Select|
|Zoom Video vs. CGWM Select|
|Salesforce vs. CGWM Select|
|GM vs. CGWM Select|
|Visa vs. CGWM Select|
|Ford Motor vs. CGWM Select|