Our philosophy 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 SGB GELDMARKT which you can use to evaluate future volatility of the fund. Please validate SGB GELDMARKT T Risk Adjusted Performance of 0.005 and Downside Deviation of 1.49 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
SGB GELDMARKT Market Sensitivity
|As returns on market increase, SGB GELDMARKT returns are expected to increase less than the market. However during bear market, the loss on holding SGB GELDMARKT will be expected to be smaller as well. 2 Months Beta |Analyze SGB GELDMARKT T Demand TrendCheck current 30 days SGB GELDMARKT correlation with market (DOW)|
β = 0.0316
SGB GELDMARKT Central Daily Price Deviation
SGB GELDMARKT T 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.
SGB GELDMARKT Projected Return Density Against MarketAssuming 30 trading days horizon, SGB GELDMARKT has beta of 0.0316 indicating as returns on market go up, SGB GELDMARKT average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SGB GELDMARKT T will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. SGB GELDMARKT T is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.0316|
SGB GELDMARKT Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
SGB GELDMARKT Investment Opportunity
SGB GELDMARKT T has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than SGB GELDMARKT. Compared to the overall equity markets, volatility of historical daily returns of SGB GELDMARKT T is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SGB GELDMARKT T to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of SGB GELDMARKT to be traded at 69.4 in 30 days. . As returns on market increase, SGB GELDMARKT returns are expected to increase less than the market. However during bear market, the loss on holding SGB GELDMARKT will be expected to be smaller as well.
SGB GELDMARKT correlation with market
SGB GELDMARKT Current Risk Indicators
|Risk Adjusted Performance||0.005|
|Market Risk Adjusted Performance||(0.27)|
|Coefficient Of Variation||85370.76|
SGB GELDMARKT Suggested Diversification Pairs