SSgA High Risk Analysis And Volatility Evaluation

SSHHX -- USA Fund  

USD 7.49  0.00  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 SSgA High Yield Bond C 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

Transformation
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SSgA High Projected Return Density Against Market

Assuming 30 trading days horizon, SSgA High has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and SSgA High are completely uncorrelated. Furthermore, SSgA High Yield Bond CIt does not look like SSgA High alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SSgA High Return Volatility

SSgA High Yield Bond C shows 0.0% volatility of returns over 30 trading days. DOW inherits 1.1996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SSgA High Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

SSgA High Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than SSgA High Yield Bond C. 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 C is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SSgA High Volatility Indicators

SSgA High Yield Bond C Current Risk Indicators

Also please take a look at World Market Map. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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