Our philosophy towards forecasting 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 Polar Capital European which you can use to evaluate future volatility of the fund. Please check Polar Capital European Risk Adjusted Performance of 0.0919 and Coefficient Of Variation of 1457.84 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Polar Capital Market Sensitivity
|As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well. 2 Months Beta |Analyze Polar Capital European Demand TrendCheck current 30 days Polar Capital correlation with market (DOW)|
β = 0.0617
Polar Capital Central Daily Price Deviation
Polar Capital European Technical Analysis
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Polar Capital Projected Return Density Against MarketAssuming 30 trading days horizon, Polar Capital has beta of 0.0617 . This indicates as returns on market go up, Polar Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Polar Capital European Ex UK I will be expected to be much smaller as well. Moreover, The company has an alpha of 0.007 implying that it can potentially generate 0.007% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.007|
|Beta against DOW||=||0.06|
Polar Capital Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Polar Capital European Ex UK I. 0% of all equities and portfolios are less risky than Polar Capital. Compared to the overall equity markets, volatility of historical daily returns of Polar Capital European Ex UK I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Polar Capital European Ex UK I to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Polar Capital to be traded at p;924.48 in 30 days. . As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.
Polar Capital correlation with market