10669841 (Ireland) Risk Analysis And Volatility Evaluation

10669841 -- Ireland Fund  

GBP 20.38  1.09  5.08%

Our way in which we are 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 10669841 which you can use to evaluate future volatility of the entity. Please confirm 10669841 Standard Deviation of 1.61, Market Risk Adjusted Performance of 0.0026 and Coefficient Of Variation of 13037.66 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

10669841 Market Sensitivity

As returns on market increase, returns on owning 10669841 are expected to decrease at a much smaller rate. During bear market, 10669841 is likely to outperform the market.
One Month Beta |Analyze 10669841 Demand Trend
Check current 30 days 10669841 correlation with market (DOW)
β = -0.316
10669841 Almost negative beta10669841 Beta Legend

10669841 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.

10669841 Projected Return Density Against Market

Assuming 30 trading days horizon, 10669841 has beta of -0.316 . This suggests as returns on benchmark increase, returns on holding 10669841 are expected to decrease at a much smaller rate. During bear market, however, 10669841 is likely to outperform the market. Additionally, 10669841 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.32
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

10669841 Return Volatility

10669841 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

10669841 Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than 10669841. 0% of all equities and portfolios are less risky than 10669841. Compared to the overall equity markets, volatility of historical daily returns of 10669841 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 10669841 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 10669841 to be traded at £19.36 in 30 days. As returns on market increase, returns on owning 10669841 are expected to decrease at a much smaller rate. During bear market, 10669841 is likely to outperform the market.

10669841 correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 10669841 and equity matching DJI index in the same portfolio.

10669841 Volatility Indicators

10669841 Current Risk Indicators

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