COM GR (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards 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 COM GR LA AM EUR AC which you can use to evaluate future volatility of the entity. Please confirm COM GR LA to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

COM GR LA 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, COM GR has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and COM GR are completely uncorrelated. Furthermore, COM GR LA AM EUR ACIt does not look like COM GR 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

Actual Return Volatility

COM GR LA AM EUR AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6284% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

COM GR Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than COM GR LA AM EUR AC. 0% of all equities and portfolios are less risky than COM GR. Compared to the overall equity markets, volatility of historical daily returns of COM GR LA AM EUR AC is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Check also Trending Equities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..