10935395 (Ireland) Risk Analysis And Volatility Evaluation

10935395 -- Ireland Fund  

USD 141.94  8.45  5.62%

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 10935395 which you can use to evaluate future volatility of the entity. Please confirm 10935395 Standard Deviation of 2.29, Market Risk Adjusted Performance of 2.89 and Coefficient Of Variation of 244.95 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

10935395 Market Sensitivity

As returns on market increase, 10935395 returns are expected to increase less than the market. However during bear market, the loss on holding 10935395 will be expected to be smaller as well.
One Month Beta |Analyze 10935395 Demand Trend
Check current 30 days 10935395 correlation with market (DOW)
β = 0.3261
10935395 Small Beta10935395 Beta Legend

10935395 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.

10935395 Projected Return Density Against Market

Assuming 30 trading days horizon, 10935395 has beta of 0.3261 . This suggests as returns on market go up, 10935395 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 10935395 will be expected to be much smaller as well. Additionally, 10935395 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
=0.93
β
Beta against DOW=0.33
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

10935395 Return Volatility

10935395 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Piotroski F Score Now

   

Piotroski F Score

Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
All  Next Launch Piotroski F Score

Investment Outlook

10935395 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than 10935395. 0% of all equities and portfolios are less risky than 10935395. Compared to the overall equity markets, volatility of historical daily returns of 10935395 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 10935395 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 10935395 to be traded at $134.84 in 30 days. As returns on market increase, 10935395 returns are expected to increase less than the market. However during bear market, the loss on holding 10935395 will be expected to be smaller as well.

10935395 correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 10935395 and equity matching DJI index in the same portfolio.

10935395 Volatility Indicators

10935395 Current Risk Indicators

Check also Trending Equities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
Search macroaxis.com