Our approach towards 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 TMKDX-84 which you can use to evaluate future volatility of the etf. Please validate TMKDX 84 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
TMKDX-84 Technical Analysis
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TMKDX 84 Projected Return Density Against MarketAssuming 30 trading days horizon, TMKDX 84 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TMKDX 84 are completely uncorrelated. Furthermore, TMKDX-84It does not look like TMKDX 84 alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
TMKDX 84 Return VolatilityTMKDX-84 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2829% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than TMKDX-84. 0% of all equities and portfolios are less risky than TMKDX 84. Compared to the overall equity markets, volatility of historical daily returns of TMKDX-84 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
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