Delaware Dividend Risk Analysis And Volatility

XDDFX -- USA Fund  

USD 11.04  0.01  0.09%

We consider Delaware Dividend not too volatile. Delaware Dividend secures Sharpe Ratio (or Efficiency) of 0.0789 which denotes the fund had 0.0789% of return per unit of risk over the last 3 months. Our philosophy towards predicting 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 Delaware Dividend Income Fund which you can use to evaluate future volatility of the entity. Please confirm Delaware Dividend Coefficient Of Variation of 777.41, Mean Deviation of 0.5463 and Downside Deviation of 0.9297 to check if risk estimate we provide are consistent with the epected return of 0.0574%.
Horizon     30 Days    Login   to change

Delaware Dividend Market Sensitivity

Delaware Dividend returns are very sensitive to returns on the market. As market goes up or down, Delaware Dividend is expected to follow.
3 Months Beta |Analyze Delaware Dividend Demand Trend
Check current 30 days Delaware Dividend correlation with market (DOW)
β = 0.8524

Delaware Dividend Central Daily Price Deviation

Delaware Dividend Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Delaware Dividend 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.

Delaware Dividend Projected Return Density Against Market

Assuming 30 trading days horizon, Delaware Dividend has beta of 0.8524 . This means Delaware Dividend Income Fund market returns are sensitive to returns on the market. As the market goes up or down, Delaware Dividend is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Delaware Dividend is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Delaware Dividend is 1267.93. The daily returns are destributed with a variance of 0.53 and standard deviation of 0.73. The mean deviation of Delaware Dividend Income Fund is currently at 0.53. For similar time horizon, the selected benchmark (DOW) has volatility of 0.73
α
Alpha over DOW
=0.02
β
Beta against DOW=0.85
σ
Overall volatility
=0.73
Ir
Information ratio =0.05

Delaware Dividend Return Volatility

the fund shows 0.7273% volatility of returns over 30 trading days. the entity inherits 0.7271% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Delaware Dividend Investment Opportunity

Delaware Dividend Income Fund has the same returns volatility as DOW considering given time horizon. of all equities and portfolios are less risky than Delaware Dividend. Compared to the overall equity markets, volatility of historical daily returns of Delaware Dividend Income Fund is lower than 6 () of all global equities and portfolios over the last 30 days. Use Delaware Dividend Income Fund to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Delaware Dividend to be traded at $11.59 in 30 days. . Delaware Dividend returns are very sensitive to returns on the market. As market goes up or down, Delaware Dividend is expected to follow.

Delaware Dividend correlation with market

correlation synergy
Very poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Delaware Dividend Income Fund and equity matching DJI index in the same portfolio.

Delaware Dividend Current Risk Indicators

Delaware Dividend Suggested Diversification Pairs

See also Your Current Watchlist. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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