SGB GELDMARKT (Germany) Risk Analysis And Volatility Evaluation

LQ6C -- Germany Fund  

EUR 72.29  1.66  2.24%

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 0.0023 and Downside Deviation of 1.47 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 Trend
Check current 30 days SGB GELDMARKT correlation with market (DOW)
β = 0.056

SGB GELDMARKT Central Daily Price Deviation

SGB GELDMARKT T Technical Analysis

Transformation
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SGB GELDMARKT Projected Return Density Against Market

Assuming 30 trading days horizon, SGB GELDMARKT has beta of 0.056 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, SGB GELDMARKT T has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.005
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.0298

SGB GELDMARKT Return Volatility

SGB GELDMARKT T accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2766% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Fundamentals Matrix

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Investment Outlook

SGB GELDMARKT Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than SGB GELDMARKT T. 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 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

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding SGB GELDMARKT T and equity matching DJI index in the same portfolio.

SGB GELDMARKT Volatility Indicators

SGB GELDMARKT T Current Risk Indicators

Please see also Stocks Correlation. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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