Our approach to determining volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for INDSR-51 which you can use to evaluate future volatility of the entity. Please check out INDSR 51 Market Risk Adjusted Performance of 18.39 and Risk Adjusted Performance of
(0.50) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
INDSR 51 Market Sensitivity
|As returns on market increase, returns on owning INDSR 51 are expected to decrease at a much smaller rate. During bear market, INDSR 51 is likely to outperform the market.2 Months Beta |Analyze INDSR-51 Demand TrendCheck current 30 days INDSR 51 correlation with market (DOW)|
β = -6.0E-4
INDSR 51 Central Daily Price Deviation
INDSR-51 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.
INDSR 51 Projected Return Density Against MarketAssuming 30 trading days horizon, INDSR-51 has beta of -6.0E-4 . This indicates as returns on benchmark increase, returns on holding INDSR 51 are expected to decrease at a much smaller rate. During bear market, however, INDSR-51 is likely to outperform the market. Additionally, INDSR-51 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.0006|
INDSR 51 Return VolatilityINDSR-51 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.
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DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than INDSR-51. 0% of all equities and portfolios are less risky than INDSR 51. Compared to the overall equity markets, volatility of historical daily returns of INDSR-51 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use INDSR-51 to protect against small markets fluctuations. The etf experiences normal downward trend and little activity. Check odds of INDSR 51 to be traded at S410.44 in 30 days. As returns on market increase, returns on owning INDSR 51 are expected to decrease at a much smaller rate. During bear market, INDSR 51 is likely to outperform the market.
INDSR 51 correlation with market
Please also check Risk vs Return Analysis. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.