Our approach to determining 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 IMEUA which you can use to evaluate future volatility of the entity. Please check out IMEUA to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IMEUA 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.
IMEUA Projected Return Density Against MarketAssuming 30 trading days horizon, IMEUA has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and IMEUA are completely uncorrelated. Furthermore, IMEUAIt does not look like IMEUA alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
IMEUA Return VolatilityIMEUA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
|All Next||Launch Correlation Analysis|
DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than IMEUA. 0% of all equities and portfolios are less risky than IMEUA. Compared to the overall equity markets, volatility of historical daily returns of IMEUA is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please also check Risk vs Return Analysis. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.