Our way of 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 MTBGLN 5 which you can use to evaluate future volatility of the organization. Please verify MTBGLN-5 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
MTBGLN-5 Technical Analysis
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MTBGLN 5 Projected Return Density Against MarketAssuming 30 trading days horizon, MTBGLN 5 has beta of 0.0 indicating the returns on DOW and MTBGLN 5 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 MTBGLN 5 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of MTBGLN-5 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
MTBGLN 5 Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than MTBGLN-5. 0% of all equities and portfolios are less risky than MTBGLN 5. Compared to the overall equity markets, volatility of historical daily returns of MTBGLN-5 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please see also Stocks Correlation. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.