Principal Finisterre Risk Analysis And Volatility Evaluation

PFUBX -- USA Fund  

USD 10.26  0.01  0.1%

Our philosophy towards 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 Principal Finisterre which you can use to evaluate future volatility of the fund. Please check Principal Finisterre Coefficient Of Variation of 328.03 and Risk Adjusted Performance of 0.15 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Principal Finisterre Market Sensitivity

As returns on market increase, returns on owning Principal Finisterre are expected to decrease at a much smaller rate. During bear market, Principal Finisterre is likely to outperform the market.
One Month Beta |Analyze Principal Finisterre Demand Trend
Check current 30 days Principal Finisterre correlation with market (DOW)
β = -0.0379
Principal Finisterre Almost negative betaPrincipal Finisterre Beta Legend

Principal Finisterre Technical Analysis

Transformation
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Principal Finisterre Projected Return Density Against Market

Assuming 30 trading days horizon, Principal Finisterre Uncons EM Bd P has beta of -0.0379 . This implies as returns on benchmark increase, returns on holding Principal Finisterre are expected to decrease at a much smaller rate. During bear market, however, Principal Finisterre Uncons EM Bd P is likely to outperform the market. Additionally, Principal Finisterre Uncons EM Bd P 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
=0.04
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =1.32

Principal Finisterre Return Volatility

Principal Finisterre Uncons EM Bd P shows 0.0% volatility of returns over 30 trading days. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Principal Finisterre Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Principal Finisterre Uncons EM Bd P. 0% of all equities and portfolios are less risky than Principal Finisterre. Compared to the overall equity markets, volatility of historical daily returns of Principal Finisterre Uncons EM Bd P is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Principal Finisterre Uncons EM Bd P to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Principal Finisterre to be traded at $10.77 in 30 days. As returns on market increase, returns on owning Principal Finisterre are expected to decrease at a much smaller rate. During bear market, Principal Finisterre is likely to outperform the market.

Principal Finisterre correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Principal Finisterre Uncons EM and equity matching DJI index in the same portfolio.

Principal Finisterre Volatility Indicators

Principal Finisterre Uncons EM Bd P Current Risk Indicators

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