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 2.12, Market Risk Adjusted Performance of 58.48 and Coefficient Of Variation of (264.58) 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, returns on owning 10935395 are expected to decrease at a much smaller rate. During bear market, 10935395 is likely to outperform the market.
2 Months Beta |Analyze 10935395 Demand Trend
Check current 30 days 10935395 correlation with market (DOW)
β = -0.0139

10935395 Central Daily Price Deviation

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 -0.0139 . This suggests as returns on benchmark increase, returns on holding 10935395 are expected to decrease at a much smaller rate. During bear market, however, 10935395 is likely to outperform the market. 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
=0.82
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.3

10935395 Return Volatility

10935395 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3128% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

10935395 Investment Opportunity

DOW has a standard deviation of returns of 1.31 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, returns on owning 10935395 are expected to decrease at a much smaller rate. During bear market, 10935395 is likely to outperform the market.

10935395 correlation with market

correlation synergy
Good 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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