10669841 (Ireland) Risk Analysis And Volatility

10669841 -- Ireland Fund  

GBP 20.38  1.09  0.05%

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 Market Risk Adjusted Performance of (0.37), Standard Deviation of 3.31 and Coefficient Of Variation of (4,903) 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, 10669841 returns are expected to increase less than the market. However during bear market, the loss on holding 10669841 will be expected to be smaller as well.
2 Months Beta |Analyze 10669841 Demand Trend
Check current 30 days 10669841 correlation with market (DOW)
β = 0.2063

10669841 Central Daily Price Deviation

10669841 Technical Analysis

Transformation
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10669841 Projected Return Density Against Market

Assuming 30 trading days horizon, 10669841 has beta of 0.2063 . This suggests as returns on market go up, 10669841 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 10669841 will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 10669841 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.0062

10669841 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Correlation Analysis

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Investment Outlook

10669841 Investment Opportunity

DOW has a standard deviation of returns of 1.99 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 your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of 10669841 to be traded at £20.18 in 30 days. . As returns on market increase, 10669841 returns are expected to increase less than the market. However during bear market, the loss on holding 10669841 will be expected to be smaller as well.

10669841 correlation with market

correlation synergy
Average 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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