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 technical indicators for Platinum World Portf which you can use to evaluate future volatility of the fund. Please check Platinum World Portf Standard Deviation of 2407.86, Downside Deviation of 24.04 and Risk Adjusted Performance of 0.1859 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Platinum World Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Platinum World will likely underperform. 2 Months Beta |Analyze Platinum World Portf Demand TrendCheck current 30 days Platinum World correlation with market (DOW)|
β = 19.3922
Platinum World Central Daily Price Deviation
Platinum World Portf Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Platinum World Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 19.3922 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Platinum World will likely underperform. In addition to that, The company has an alpha of 615.3657 implying that it can potentially generate 615.3657% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||615.37|
|Beta against DOW||=||19.39|
Platinum World Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Platinum World Portfolios Intl G GBP Acc. 0% of all equities and portfolios are less risky than Platinum World. Compared to the overall equity markets, volatility of historical daily returns of Platinum World Portfolios Intl G GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Platinum World Portfolios Intl G GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Platinum World to be traded at p;747.84 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Platinum World will likely underperform.
Platinum World correlation with market