ABS CCY (Ireland) Risk Analysis And Volatility

10928154 -- Ireland Fund  

EUR 1.06  0.002  0.19%

Our approach towards 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 ABS CCY B3PEURAC which you can use to evaluate future volatility of the entity. Please confirm ABS CCY B3PEURAC to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

ABS CCY B3PEURAC Technical Analysis

Transformation
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ABS CCY Projected Return Density Against Market

Assuming 30 trading days horizon, ABS CCY has beta of 0.0 . This suggests the returns on DOW and ABS CCY 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 =0.00

ABS CCY Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6639% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

ABS CCY Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than ABS CCY B3PEURAC. 0% of all equities and portfolios are less risky than ABS CCY. Compared to the overall equity markets, volatility of historical daily returns of ABS CCY B3PEURAC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

ABS CCY Current Risk Indicators

ABS CCY Suggested Diversification Pairs

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