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 Majedie Asset which you can use to evaluate future volatility of the organization. Please verify Majedie Asset Mgmt US Equity Z GBP Acc Downside Deviation of 1.62, Mean Deviation of 0.7216 and Risk Adjusted Performance of 0.1179 to check out 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|
Majedie Asset Market Sensitivity
|As returns on market increase, Majedie Asset returns are expected to increase less than the market. However during bear market, the loss on holding Majedie Asset will be expected to be smaller as well. 2 Months Beta |Analyze Majedie Asset Mgmt Demand TrendCheck current 30 days Majedie Asset correlation with market (DOW)|
β = 0.3338
Majedie Asset Central Daily Price Deviation
Majedie Asset Mgmt Technical Analysis
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Majedie Asset Projected Return Density Against MarketAssuming 30 trading days horizon, Majedie Asset has beta of 0.3338 . This indicates as returns on market go up, Majedie Asset average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Majedie Asset Mgmt US Equity Z GBP Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1944 implying that it can potentially generate 0.1944% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.19|
|Beta against DOW||=||0.33|
Majedie Asset Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6669% risk (volatility on return distribution) over the 30 days horizon.
Majedie Asset Investment Opportunity
DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than Majedie Asset Mgmt US Equity Z GBP Acc. 0% of all equities and portfolios are less risky than Majedie Asset. Compared to the overall equity markets, volatility of historical daily returns of Majedie Asset Mgmt US Equity Z GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Majedie Asset Mgmt US Equity Z GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Majedie Asset to be traded at p;164.16 in 30 days. . As returns on market increase, Majedie Asset returns are expected to increase less than the market. However during bear market, the loss on holding Majedie Asset will be expected to be smaller as well.
Majedie Asset correlation with market
Majedie Asset Current Risk Indicators
|Risk Adjusted Performance||0.1179|
|Market Risk Adjusted Performance||0.5834|
|Coefficient Of Variation||580.74|
Majedie Asset Suggested Diversification Pairs
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