CITIC FINANCE (Ireland) Risk Analysis And Volatility

Our way of 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 CITIC FINANCE A which you can use to evaluate future volatility of the entity. Please confirm CITIC FINANCE A to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

CITIC FINANCE A Technical Analysis

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CITIC FINANCE Projected Return Density Against Market

Assuming 30 trading days horizon, CITIC FINANCE has beta of 0.0 . This suggests the returns on DOW and CITIC FINANCE do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

CITIC FINANCE Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

CITIC FINANCE Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than CITIC FINANCE A. 0% of all equities and portfolios are less risky than CITIC FINANCE. Compared to the overall equity markets, volatility of historical daily returns of CITIC FINANCE A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

CITIC FINANCE Volatility Indicators

CITIC FINANCE A Current Risk Indicators

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