American Century Risk Analysis And Volatility Evaluation

TWNOX -- USA Fund  

USD 10.46  0.09  0.87%

Our philosophy in foreseeing 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 American Century New Opportunities Inv which you can use to evaluate future volatility of the entity. Please confirm American Century New to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

American Century New Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. American Century New Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

American Century Projected Return Density Against Market

Assuming 30 trading days horizon, American Century has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and American Century are completely uncorrelated. Furthermore, American Century New Opportunities InvIt does not look like American Century 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

American Century Return Volatility

American Century New Opportunities Inv shows 0.0% volatility of returns over 30 trading days. DOW inherits 0.4495% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

American Century Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

American Century Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than American Century New Opportunities Inv. 0% of all equities and portfolios are less risky than American Century. Compared to the overall equity markets, volatility of historical daily returns of American Century New Opportunities Inv is lower than 0 (%) of all global equities and portfolios over the last 30 days.

American Century Volatility Indicators

American Century New Opportunities Inv Current Risk Indicators

Also please take a look at World Market Map. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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