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Nordea Volatility

NDI
NDIEUSCKL -- Denmark Stock  

DKK 154.50  2.30  1.47%

Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Nordea Invest, which you can use to evaluate future volatility of the firm. Please verify Nordea Invest Europa Small Cap Mean Deviation of 9.93 and Risk Adjusted Performance of (0.91) to check out if the risk estimate we provide is consistent with the expected return of 0.0%.
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Nordea Invest Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Nordea daily returns, and it is calculated using variance and standard deviation. We also use Nordea's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Nordea Invest volatility.

Nordea Invest Market Sensitivity

As returns on market increase, returns on owning Nordea Invest are expected to decrease at a much smaller rate. During bear market, Nordea Invest is likely to outperform the market.
3 Months Beta |Analyze Nordea Invest Europa Demand Trend
Check current 30 days Nordea Invest correlation with market (DOW)
β = -0.2602

Nordea Invest Central Daily Price Deviation

Nordea Invest Europa Technical Analysis

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Nordea Invest Projected Return Density Against Market

Assuming 30 trading days horizon, Nordea Invest Europa Small Cap has beta of -0.2602 indicating as returns on benchmark increase, returns on holding Nordea Invest are expected to decrease at a much smaller rate. During bear market, however, Nordea Invest Europa Small Cap 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. Nordea Invest Europa is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Nordea Invest is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Nordea Invest Europa Small Cap is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 3.73
α
Alpha over DOW
=3.72
β
Beta against DOW=0.26
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

Nordea Invest Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 3.7842% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Nordea Invest Investment Opportunity

DOW has a standard deviation of returns of 3.78 and is 9.223372036854776E16 times more volatile than Nordea Invest Europa Small Cap. of all equities and portfolios are less risky than Nordea Invest. Compared to the overall equity markets, volatility of historical daily returns of Nordea Invest Europa Small Cap is lower than 0 () of all global equities and portfolios over the last 30 days. Use Nordea Invest Europa Small Cap to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Nordea Invest to be traded at kr149.87 in 30 days. . As returns on market increase, returns on owning Nordea Invest are expected to decrease at a much smaller rate. During bear market, Nordea Invest is likely to outperform the market.

Nordea Invest correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Nordea Invest Europa Small Cap and equity matching DJI index in the same portfolio.

Nordea Invest Current Risk Indicators

Nordea Invest Suggested Diversification Pairs

Additionally, see Stocks Correlation. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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