Our approach into measuring volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for TCT25-40 which you can use to evaluate future volatility of the entity. Please validate TCT25 40 Risk Adjusted Performance of
(0.027108) and Market Risk Adjusted Performance of (0.21) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
TCT25 40 Market Sensitivity
|As returns on market increase, TCT25 40 returns are expected to increase less than the market. However during bear market, the loss on holding TCT25 40 will be expected to be smaller as well.2 Months Beta |Analyze TCT25-40 Demand TrendCheck current 30 days TCT25 40 correlation with market (DOW)|
β = 0.0424
TCT25 40 Central Daily Price Deviation
TCT25-40 Technical Analysis
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.
TCT25 40 Projected Return Density Against MarketAssuming 30 trading days horizon, TCT25 40 has beta of 0.0424 . This entails as returns on market go up, TCT25 40 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TCT25-40 will be expected to be much smaller as well. Additionally, TCT25-40 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
|Alpha over DOW||=||0.0046|
|Beta against DOW||=||0.0424|
TCT25 40 Return VolatilityTCT25-40 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than TCT25-40. 0% of all equities and portfolios are less risky than TCT25 40. Compared to the overall equity markets, volatility of historical daily returns of TCT25-40 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TCT25-40 to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of TCT25 40 to be traded at S2035.95 in 30 days. As returns on market increase, TCT25 40 returns are expected to increase less than the market. However during bear market, the loss on holding TCT25 40 will be expected to be smaller as well.
TCT25 40 correlation with market
Also please take a look at World Market Map. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.