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 Kames Abs which you can use to evaluate future volatility of the organization. Please verify Kames Abs Ret Bd Glbl C GBP Acc Mean Deviation of 1257.81, Risk Adjusted Performance of 0.1955 and Downside Deviation of 49.5 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|
Kames Abs Market Sensitivity
|As returns on market increase, returns on owning Kames Abs are expected to decrease by larger amounts. On the other hand, during market turmoil, Kames Abs is expected to significantly outperform it. 2 Months Beta |Analyze Kames Abs Ret Demand TrendCheck current 30 days Kames Abs correlation with market (DOW)|
β = -736.2516
Kames Abs Central Daily Price Deviation
Kames Abs Ret Technical Analysis
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Kames Abs Projected Return Density Against MarketAssuming 30 trading days horizon, Kames Abs Ret Bd Glbl C GBP Acc has beta of -736.2516 . This indicates as returns on its benchmark rise, returns on holding Kames Abs Ret Bd Glbl C GBP Acc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Kames Abs is expected to outperform its benchmark. In addition to that, The company has an alpha of 670.6158 implying that it can potentially generate 670.6158% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||670.62|
|Beta against DOW||=||736.25|
Kames Abs Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.644% risk (volatility on return distribution) over the 30 days horizon.
Kames Abs Investment Opportunity
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Kames Abs Ret Bd Glbl C GBP Acc. 0% of all equities and portfolios are less risky than Kames Abs. Compared to the overall equity markets, volatility of historical daily returns of Kames Abs Ret Bd Glbl C GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kames Abs Ret Bd Glbl C GBP Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Kames Abs to be traded at p;10.88 in 30 days. . As returns on market increase, returns on owning Kames Abs are expected to decrease by larger amounts. On the other hand, during market turmoil, Kames Abs is expected to significantly outperform it.
Kames Abs correlation with market
Kames Abs Current Risk Indicators
|Risk Adjusted Performance||0.1955|
|Market Risk Adjusted Performance||(0.90)|
|Coefficient Of Variation||378.03|
Kames Abs Suggested Diversification Pairs