Build America Risk Analysis And Volatility

Our philosophy towards 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 Build America Bonds Income Trus which you can use to evaluate future volatility of the entity. Please confirm Build America Bonds to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Build America Bonds Technical Analysis

Transformation
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Build America Projected Return Density Against Market

Assuming 30 trading days horizon, Build America has beta of 0.0 . This entails the returns on DOW and Build America do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Build America is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Build America Bonds Income Trus is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Build America Return Volatility

the fund assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.9931% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Build America Investment Opportunity

DOW has a standard deviation of returns of 0.99 and is 9.223372036854776E16 times more volatile than Build America Bonds Income Trus. of all equities and portfolios are less risky than Build America. Compared to the overall equity markets, volatility of historical daily returns of Build America Bonds Income Trus is lower than 0 () of all global equities and portfolios over the last 30 days.

Build America Current Risk Indicators

Build America Suggested Diversification Pairs

See also World Market Map. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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