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Sparindex Volatility

SP
Our philosophy towards measuring 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-one technical indicators for Sparindex INDEX Globale Aktier, which you can use to evaluate future volatility of the company. Please validate Sparindex INDEX to confirm if the risk estimate we provide is consistent with the expected return of 0.0%.
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Sparindex INDEX 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 Sparindex daily returns, and it is calculated using variance and standard deviation. We also use Sparindex's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Sparindex INDEX volatility.

Sparindex INDEX Globale Technical Analysis

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Sparindex INDEX Projected Return Density Against Market

Assuming 30 trading days horizon, Sparindex INDEX has beta of 0.0 . This entails the returns on DOW and Sparindex INDEX do not appear to be responsive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Sparindex INDEX is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Sparindex INDEX Globale Aktier is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 4.01
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Sparindex INDEX Return Volatility

the organization accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 4.0181% risk (volatility on return distribution) over the 30 days horizon.
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Sparindex INDEX Investment Opportunity

DOW has a standard deviation of returns of 4.02 and is 9.223372036854776E16 times more volatile than Sparindex INDEX Globale Aktier. of all equities and portfolios are less risky than Sparindex INDEX. Compared to the overall equity markets, volatility of historical daily returns of Sparindex INDEX Globale Aktier is lower than 0 () of all global equities and portfolios over the last 30 days.

Sparindex INDEX Current Risk Indicators

Sparindex INDEX Suggested Diversification Pairs

Check out World Market Map. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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