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 Plurima Apuano Flexible which you can use to evaluate future volatility of the fund. Please check Plurima Apuano Flexible Risk Adjusted Performance of
(0.49) and Coefficient Of Variation of (423.84) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Plurima Apuano Market Sensitivity
|As returns on market increase, returns on owning Plurima Apuano are expected to decrease at a much smaller rate. During bear market, Plurima Apuano is likely to outperform the market. 2 Months Beta |Analyze Plurima Apuano Flexible Demand TrendCheck current 30 days Plurima Apuano correlation with market (DOW)|
β = -0.0035
Plurima Apuano Central Daily Price Deviation
Plurima Apuano Flexible Technical Analysis
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Plurima Apuano Projected Return Density Against MarketAssuming 30 trading days horizon, Plurima Apuano Flexible Bond A Instl has beta of -0.0035 . This indicates as returns on benchmark increase, returns on holding Plurima Apuano are expected to decrease at a much smaller rate. During bear market, however, Plurima Apuano Flexible Bond A Instl 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. Plurima Apuano Flexible is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.0035|
Plurima Apuano Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than Plurima Apuano Flexible Bond A Instl. 0% of all equities and portfolios are less risky than Plurima Apuano. Compared to the overall equity markets, volatility of historical daily returns of Plurima Apuano Flexible Bond A Instl is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Plurima Apuano Flexible Bond A Instl to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Plurima Apuano to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning Plurima Apuano are expected to decrease at a much smaller rate. During bear market, Plurima Apuano is likely to outperform the market.
Plurima Apuano correlation with market