Our approach 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 KSM 195 which you can use to evaluate future volatility of the organization. Please verify KSM-195 Risk Adjusted Performance of
(0.001737) and Mean Deviation of 0.1027 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
KSM 195 Market Sensitivity
|As returns on market increase, returns on owning KSM 195 are expected to decrease at a much smaller rate. During bear market, KSM 195 is likely to outperform the market. 2 Months Beta |Analyze KSM-195 Demand TrendCheck current 30 days KSM 195 correlation with market (DOW)|
β = -0.0012
KSM 195 Central Daily Price Deviation
KSM-195 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.
KSM 195 Projected Return Density Against MarketAssuming 30 trading days horizon, KSM-195 has beta of -0.0012 indicating as returns on benchmark increase, returns on holding KSM 195 are expected to decrease at a much smaller rate. During bear market, however, KSM-195 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. KSM-195 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.0087|
|Beta against DOW||=||0.0012|
KSM 195 Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
KSM 195 Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than KSM-195. 0% of all equities and portfolios are less risky than KSM 195. Compared to the overall equity markets, volatility of historical daily returns of KSM-195 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
KSM 195 Current Risk Indicators
|Risk Adjusted Performance||(0.001737)|
|Market Risk Adjusted Performance||7.4|
|Coefficient Of Variation||42445.95|
KSM 195 Suggested Diversification Pairs