Our way in which we are 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 KSSP 186 which you can use to evaluate future volatility of the organization. Please verify KSSP-186 Risk Adjusted Performance of 0.0404 and Mean Deviation of 0.4219 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
KSSP 186 Market Sensitivity
|As returns on market increase, returns on owning KSSP 186 are expected to decrease at a much smaller rate. During bear market, KSSP 186 is likely to outperform the market. 2 Months Beta |Analyze KSSP-186 Demand TrendCheck current 30 days KSSP 186 correlation with market (DOW)|
β = -0.0592
KSSP 186 Central Daily Price Deviation
KSSP-186 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.
KSSP 186 Projected Return Density Against MarketAssuming 30 trading days horizon, KSSP-186 has beta of -0.0592 indicating as returns on benchmark increase, returns on holding KSSP 186 are expected to decrease at a much smaller rate. During bear market, however, KSSP-186 is likely to outperform the market. Moreover, The company has an alpha of 0.036 implying that it can potentially generate 0.036% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.036|
|Beta against DOW||=||0.06|
KSSP 186 Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5839% risk (volatility on return distribution) over the 30 days horizon.
KSSP 186 Investment Opportunity
DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than KSSP-186. 0% of all equities and portfolios are less risky than KSSP 186. Compared to the overall equity markets, volatility of historical daily returns of KSSP-186 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KSSP-186 to enhance returns of your portfolios. The etf experiences moderate upward volatility. Check odds of KSSP 186 to be traded at S1833.7 in 30 days. . As returns on market increase, returns on owning KSSP 186 are expected to decrease at a much smaller rate. During bear market, KSSP 186 is likely to outperform the market.
KSSP 186 correlation with market
KSSP 186 Current Risk Indicators
|Risk Adjusted Performance||0.0404|
|Market Risk Adjusted Performance||(0.47)|
|Coefficient Of Variation||1551.49|
KSSP 186 Suggested Diversification Pairs