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 PSU which you can use to evaluate future volatility of the fund. Please check PSU to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
PSU Technical Analysis
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PSU Projected Return Density Against MarketAssuming 30 trading days horizon, PSU has beta of 0.0 . This implies the returns on DOW and PSU do not appear to be sensible. 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 PSU is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of PSU is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
PSU Return Volatilitythe fund assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than PSU. 0% of all equities and portfolios are less risky than PSU. Compared to the overall equity markets, volatility of historical daily returns of PSU is lower than 0 (%) of all global equities and portfolios over the last 30 days.