Our philosophy in determining 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 Gramercy Corp Emerg which you can use to evaluate future volatility of the entity. Please check out Gramercy Corp Market Risk Adjusted Performance of 1.58 and Risk Adjusted Performance of
(0.19) to validate 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
Moves indifferently to market moves
|Horizon||30 Days Login to change|
Gramercy Corp Market Sensitivity
|As returns on market increase, returns on owning Gramercy Corp are expected to decrease at a much smaller rate. During bear market, Gramercy Corp is likely to outperform the market. 2 Months Beta |Analyze Gramercy Corp Emerg Demand TrendCheck current 30 days Gramercy Corp correlation with market (DOW)|
β = -0.0648
Gramercy Corp Central Daily Price Deviation
Gramercy Corp Emerg Technical Analysis
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Gramercy Corp Projected Return Density Against MarketAssuming 30 trading days horizon, Gramercy Corp Emerg Mkt Dbt W I USD Acc has beta of -0.0648 . This indicates as returns on benchmark increase, returns on holding Gramercy Corp are expected to decrease at a much smaller rate. During bear market, however, Gramercy Corp Emerg Mkt Dbt W I USD Acc 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. Gramercy Corp Emerg is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.09|
|Beta against DOW||=||0.06|
Gramercy Corp Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
Gramercy Corp Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Gramercy Corp Emerg Mkt Dbt W I USD Acc. 0% of all equities and portfolios are less risky than Gramercy Corp. Compared to the overall equity markets, volatility of historical daily returns of Gramercy Corp Emerg Mkt Dbt W I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Gramercy Corp Emerg Mkt Dbt W I USD Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Gramercy Corp to be traded at $111.58 in 30 days. . As returns on market increase, returns on owning Gramercy Corp are expected to decrease at a much smaller rate. During bear market, Gramercy Corp is likely to outperform the market.
Gramercy Corp correlation with market
Gramercy Corp Current Risk Indicators
|Risk Adjusted Performance||(0.19)|
|Market Risk Adjusted Performance||1.58|
|Coefficient Of Variation||(362.28)|
Gramercy Corp Suggested Diversification Pairs