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 Nomura Cross which you can use to evaluate future volatility of the organization. Please verify Nomura Cross Asst Mom UCITS I USD Risk Adjusted Performance of
(0.048048) and Mean Deviation of 0.4818 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|
Nomura Cross Market Sensitivity
|As returns on market increase, returns on owning Nomura Cross are expected to decrease at a much smaller rate. During bear market, Nomura Cross is likely to outperform the market. 2 Months Beta |Analyze Nomura Cross Asst Demand TrendCheck current 30 days Nomura Cross correlation with market (DOW)|
β = -0.2615
Nomura Cross Central Daily Price Deviation
Nomura Cross Asst 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.
Nomura Cross Projected Return Density Against MarketAssuming 30 trading days horizon, Nomura Cross Asst Mom UCITS I USD has beta of -0.2615 . This indicates as returns on benchmark increase, returns on holding Nomura Cross are expected to decrease at a much smaller rate. During bear market, however, Nomura Cross Asst Mom UCITS I USD is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Nomura Cross Asst is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.05|
|Beta against DOW||=||0.26|
Nomura Cross Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
Nomura Cross Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Nomura Cross Asst Mom UCITS I USD. 0% of all equities and portfolios are less risky than Nomura Cross. Compared to the overall equity markets, volatility of historical daily returns of Nomura Cross Asst Mom UCITS I USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Nomura Cross Asst Mom UCITS I USD to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Nomura Cross to be traded at $105.24 in 30 days. . As returns on market increase, returns on owning Nomura Cross are expected to decrease at a much smaller rate. During bear market, Nomura Cross is likely to outperform the market.
Nomura Cross correlation with market
Nomura Cross Current Risk Indicators
|Risk Adjusted Performance||(0.048048)|
|Market Risk Adjusted Performance||0.3053|
|Coefficient Of Variation||(1,264)|
Nomura Cross Suggested Diversification Pairs