Our philosophy towards estimating 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 KDJI 117 which you can use to evaluate future volatility of the organization. Please verify KDJI-117 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
KDJI-117 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.
KDJI 117 Projected Return Density Against MarketAssuming 30 trading days horizon, KDJI 117 has beta of 0.0 indicating the returns on DOW and KDJI 117 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
Assuming 30 trading days horizon, the coefficient of variation of KDJI 117 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of KDJI-117 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
KDJI 117 Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6323% risk (volatility on return distribution) over the 30 days horizon.
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
|All Next||Launch Companies Directory|
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than KDJI-117. 0% of all equities and portfolios are less risky than KDJI 117. Compared to the overall equity markets, volatility of historical daily returns of KDJI-117 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please see also Stocks Correlation. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.