10075581 (Ireland) Risk Analysis And Volatility Evaluation

10075581 -- Ireland Fund  

USD 99.42  6.57  7.08%

Our way in which we are foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 10075581 which you can use to evaluate future volatility of the entity. Please confirm 10075581 Standard Deviation of 5.59, Market Risk Adjusted Performance of 0.19 and Coefficient Of Variation of 4780.32 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

10075581 Market Sensitivity

As returns on market increase, returns on owning 10075581 are expected to decrease at a much smaller rate. During bear market, 10075581 is likely to outperform the market.
One Month Beta |Analyze 10075581 Demand Trend
Check current 30 days 10075581 correlation with market (DOW)
β = -0.5283
10075581 Almost negative beta10075581 Beta Legend

10075581 Technical Analysis

Transformation
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.

Projected Return Density Against Market

Assuming 30 trading days horizon, 10075581 has beta of -0.5283 . This suggests as returns on benchmark increase, returns on holding 10075581 are expected to decrease at a much smaller rate. During bear market, however, 10075581 is likely to outperform the market. Moreover, 10075581 has an alpha of 0.1657 implying that it can potentially generate 0.1657% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.17
β
Beta against DOW=0.53
σ
Overall volatility
=0.00
Ir
Information ratio =0.0008

Actual Return Volatility

10075581 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6629% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

10075581 Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than 10075581. 0% of all equities and portfolios are less risky than 10075581. Compared to the overall equity markets, volatility of historical daily returns of 10075581 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 10075581 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 10075581 to be traded at $124.28 in 30 days. As returns on market increase, returns on owning 10075581 are expected to decrease at a much smaller rate. During bear market, 10075581 is likely to outperform the market.

10075581 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 10075581 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.