LCJ FX (Ireland) Risk Analysis And Volatility

10220221 -- Ireland Fund  

GBP 1,317  5.32  0.41%

Our way of estimating 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 LCJ FX which you can use to evaluate future volatility of the entity. Please verify LCJ FX FD B GBP Mean Deviation of 0.2207 and Downside Deviation of 0.4317 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LCJ FX FD Technical Analysis

Transformation
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LCJ FX Projected Return Density Against Market

Assuming 30 trading days horizon, LCJ FX has beta of 0.0 . This suggests the returns on DOW and LCJ FX do not appear to be sensitive. Furthermore, It does not look like the company 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 =0.0401

LCJ FX Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

LCJ FX Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than LCJ FX FD B GBP. 0% of all equities and portfolios are less risky than LCJ FX. Compared to the overall equity markets, volatility of historical daily returns of LCJ FX FD B GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.

LCJ FX Current Risk Indicators

LCJ FX Suggested Diversification Pairs

Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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