IPGK F (Germany) Risk Analysis And Volatility

Our philosophy towards 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 IPGK F which you can use to evaluate future volatility of the entity. Please check out IPGK F Semi Deviation of 4.28, Risk Adjusted Performance of 0.0211 and Market Risk Adjusted Performance of (0.14) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IPGK F Market Sensitivity

As returns on market increase, returns on owning IPGK F are expected to decrease at a much smaller rate. During bear market, IPGK F is likely to outperform the market.
2 Months Beta |Analyze IPGK F Demand Trend
Check current 30 days IPGK F correlation with market (DOW)
β = -0.6396

IPGK F Central Daily Price Deviation

IPGK F Technical Analysis

Transformation
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.

IPGK F Projected Return Density Against Market

Assuming 30 trading days horizon, IPGK F has beta of -0.6396 . This indicates as returns on benchmark increase, returns on holding IPGK F are expected to decrease at a much smaller rate. During bear market, however, IPGK F is likely to outperform the market. Moreover, The company has an alpha of 0.1679 implying that it can potentially generate 0.1679% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.17
β
Beta against DOW=0.64
σ
Overall volatility
=0.00
Ir
Information ratio =0.0036

IPGK F Return Volatility

the entity assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

IPGK F Investment Opportunity

DOW has a standard deviation of returns of 0.59 and is 9.223372036854776E16 times more volatile than IPGK F. 0% of all equities and portfolios are less risky than IPGK F. Compared to the overall equity markets, volatility of historical daily returns of IPGK F is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IPGK F to protect your portfolios against small markets fluctuations. The etf experiences very speculative upward sentiment. Check odds of IPGK F to be traded at €0.0 in 30 days. . As returns on market increase, returns on owning IPGK F are expected to decrease at a much smaller rate. During bear market, IPGK F is likely to outperform the market.

IPGK F correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding IPGK F and equity matching DJI index in the same portfolio.

IPGK F Current Risk Indicators

IPGK F Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Search macroaxis.com