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 SSgA High Yield Bond A which you can use to evaluate future volatility of the fund. Please validate SSgA High to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
SSgA High Yield Technical Analysis
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SSgA High Projected Return Density Against MarketAssuming 30 trading days horizon, SSgA High has beta of 0.0 . This entails the returns on DOW and SSgA High appear completely uncorrelated. Furthermore, SSgA High Yield Bond AIt does not look like SSgA High alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
SSgA High Return VolatilitySSgA High Yield Bond A shows 0.0% volatility of returns over 30 trading days. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.03 and is 9.223372036854776E16 times more volatile than SSgA High Yield Bond A. 0% of all equities and portfolios are less risky than SSgA High. Compared to the overall equity markets, volatility of historical daily returns of SSgA High Yield Bond A is lower than 0 (%) of all global equities and portfolios over the last 30 days.