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 TrendCheck current 30 days IPGK F correlation with market (DOW)|
β = -0.6396
IPGK F Central Daily Price Deviation
IPGK F 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.
IPGK F Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.17|
|Beta against DOW||=||0.64|
IPGK F Return Volatilitythe 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.
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
IPGK F Current Risk Indicators
|Risk Adjusted Performance||0.0211|
|Market Risk Adjusted Performance||(0.14)|
|Coefficient Of Variation||5181.67|
IPGK F Suggested Diversification Pairs
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