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
(6.28) and Risk Adjusted Performance of (0.65) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Gramercy Corp Market Sensitivity
|As returns on market increase, Gramercy Corp returns are expected to increase less than the market. However during bear market, the loss on holding Gramercy Corp will be expected to be smaller as well. 2 Months Beta |Analyze Gramercy Corp Emerg Demand TrendCheck current 30 days Gramercy Corp correlation with market (DOW)|
β = 0.0182
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 has beta of 0.0182 . This indicates as returns on market go up, Gramercy Corp average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Gramercy Corp Emerg Mkt Dbt W I USD Acc 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. Gramercy Corp Emerg is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.11|
|Beta against DOW||=||0.0182|
Gramercy Corp Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9504% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.95 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, but the immediate impact on correlations cannot be determined at the moment . Check odds of Gramercy Corp to be traded at $111.64 in 30 days. . As returns on market increase, Gramercy Corp returns are expected to increase less than the market. However during bear market, the loss on holding Gramercy Corp will be expected to be smaller as well.
Gramercy Corp correlation with market