PNC Multi Risk Analysis And Volatility

PEWCX -- USA Fund  

USD 28.52  2.10  6.86%

We consider PNC Multi very steady. PNC Multi Factor retains Efficiency (Sharpe Ratio) of 0.1123 which implies the entity had 0.1123% of return per unit of risk over the last 3 months. Our philosophy in forecasting 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 PNC Multi which you can use to evaluate future volatility of the fund. Please check PNC Multi Factor Large Cap Grow Market Risk Adjusted Performance of (0.06) to confirm if risk estimate we provide are consistent with the epected return of 0.0966%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

PNC Multi Market Sensitivity

PNC Multi returns are very sensitive to returns on the market. As market goes up or down, PNC Multi is expected to follow.
3 Months Beta |Analyze PNC Multi Factor Demand Trend
Check current 30 days PNC Multi correlation with market (DOW)
β = 0.9504

PNC Multi Central Daily Price Deviation

PNC Multi Factor Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. PNC Multi Typical Price indicator is an average of each day price and can be used instead of closing price when creating different PNC Multi Factor moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

PNC Multi Projected Return Density Against Market

Assuming 30 trading days horizon, PNC Multi has beta of 0.9504 . This implies PNC Multi Factor Large Cap Grow market returns are sensitive to returns on the market. As the market goes up or down, PNC Multi is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. PNC Multi Factor is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PNC Multi is 890.78. The daily returns are destributed with a variance of 0.74 and standard deviation of 0.86. The mean deviation of PNC Multi Factor Large Cap Grow is currently at 0.65. For similar time horizon, the selected benchmark (DOW) has volatility of 0.87
α
Alpha over DOW
=0.14
β
Beta against DOW=0.95
σ
Overall volatility
=0.86
Ir
Information ratio =0.11

PNC Multi Return Volatility

the fund shows 0.8602% volatility of returns over 30 trading days. the entity inherits 0.7419% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

PNC Multi Investment Opportunity

PNC Multi Factor Large Cap Grow has a volatility of 0.86 and is 1.16 times more volatile than DOW. of all equities and portfolios are less risky than PNC Multi. Compared to the overall equity markets, volatility of historical daily returns of PNC Multi Factor Large Cap Grow is lower than 7 () of all global equities and portfolios over the last 30 days. Use PNC Multi Factor Large Cap Grow to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of PNC Multi to be traded at $27.09 in 30 days. . PNC Multi returns are very sensitive to returns on the market. As market goes up or down, PNC Multi is expected to follow.

PNC Multi correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding PNC Multi Factor Large Cap Gro and equity matching DJI index in the same portfolio.

PNC Multi Current Risk Indicators

PNC Multi Suggested Diversification Pairs

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