Our philosophy 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 Coram Global Defensive A GBP which you can use to evaluate future volatility of the entity. Please confirm Coram Global Defensive to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Coram Global Market Sensitivity
|As returns on market increase, Coram Global returns are expected to increase less than the market. However during bear market, the loss on holding Coram Global will be expected to be smaller as well.2 Months Beta |Analyze Coram Global Defensive Demand TrendCheck current 30 days Coram Global correlation with market (DOW)|
β = 0.0194
Coram Global Defensive Technical Analysis
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Coram Global Projected Return Density Against MarketAssuming 30 trading days horizon, Coram Global has beta of 0.0194 . This indicates as returns on market go up, Coram Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Coram Global Defensive A GBP will be expected to be much smaller as well. Furthermore, Coram Global Defensive A GBPIt does not look like Coram Global alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.0194|
Coram Global Return VolatilityCoram Global Defensive A GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than Coram Global Defensive A GBP. 0% of all equities and portfolios are less risky than Coram Global. Compared to the overall equity markets, volatility of historical daily returns of Coram Global Defensive A GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Coram Global Defensive A GBP to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Coram Global to be traded at p;115.5 in 30 days. As returns on market increase, Coram Global returns are expected to increase less than the market. However during bear market, the loss on holding Coram Global will be expected to be smaller as well.
Coram Global correlation with market