SP PowerPicks Risk Analysis And Volatility

Our approach towards measuring 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 SP PowerPicks which you can use to evaluate future volatility of the fund. Please validate SP PowerPicks Portfolio 2016 1 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SP PowerPicks Portfolio Technical Analysis

Transformation
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SP PowerPicks Projected Return Density Against Market

Assuming 30 trading days horizon, SP PowerPicks has beta of 0.0 . This indicates the returns on DOW and SP PowerPicks do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SP PowerPicks is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SP PowerPicks Portfolio 2016 1 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SP PowerPicks Return Volatility

the fund assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 1.8873% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

SP PowerPicks Investment Opportunity

DOW has a standard deviation of returns of 1.89 and is 9.223372036854776E16 times more volatile than SP PowerPicks Portfolio 2016 1. 0% of all equities and portfolios are less risky than SP PowerPicks. Compared to the overall equity markets, volatility of historical daily returns of SP PowerPicks Portfolio 2016 1 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SP PowerPicks Volatility Indicators

SP PowerPicks Portfolio 2016 1 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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