Sentinel Total Risk Analysis And Volatility

SATRX -- USA Fund  

USD 10.41  0.02  0.00%

Our philosophy towards measuring 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 Sentinel Total Return Bond A which you can use to evaluate future volatility of the fund. Please validate Sentinel Total Coefficient Of Variation of 220568.87 and Risk Adjusted Performance of (0.20) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sentinel Total Market Sensitivity

As returns on market increase, returns on owning Sentinel Total are expected to decrease at a much smaller rate. During bear market, Sentinel Total is likely to outperform the market.
2 Months Beta |Analyze Sentinel Total Return Demand Trend
Check current 30 days Sentinel Total correlation with market (DOW)
β = -0.0063

Sentinel Total Central Daily Price Deviation

Sentinel Total Return Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Sentinel Total Projected Return Density Against Market

Assuming 30 trading days horizon, Sentinel Total Return Bond A has beta of -0.0063 . This entails as returns on benchmark increase, returns on holding Sentinel Total are expected to decrease at a much smaller rate. During bear market, however, Sentinel Total Return Bond A 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. Sentinel Total Return is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0063
σ
Overall volatility
=0.00
Ir
Information ratio =0.51

Sentinel Total Return Volatility

the fund shows 0.0% volatility of returns over 30 trading days. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sentinel Total Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Sentinel Total Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than Sentinel Total Return Bond A. 0% of all equities and portfolios are less risky than Sentinel Total. Compared to the overall equity markets, volatility of historical daily returns of Sentinel Total Return Bond A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sentinel Total Return Bond A to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Sentinel Total to be traded at $10.93 in 30 days. . As returns on market increase, returns on owning Sentinel Total are expected to decrease at a much smaller rate. During bear market, Sentinel Total is likely to outperform the market.

Sentinel Total correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Sentinel Total Return Bond A and equity matching DJI index in the same portfolio.

Sentinel Total Volatility Indicators

Sentinel Total Return Bond A Current Risk Indicators

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