PUT GL (Ireland) Risk Analysis And Volatility Evaluation

1094452 -- Ireland Fund  

USD 2.59  0.16  6.58%

Our philosophy towards forecasting 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 PUT GL HI which you can use to evaluate future volatility of the fund. Please check PUT GL HI Market Risk Adjusted Performance of (0.06), Semi Deviation of 3.08 and Risk Adjusted Performance of 0.0297 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PUT GL Market Sensitivity

PUT GL HI 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.

PUT GL Projected Return Density Against Market

Assuming 30 trading days horizon, PUT GL HI YI USD I has beta of -0.8886 . This suggests Moreover, PUT GL HI YI USD I has an alpha of 0.0193 implying that it can potentially generate 0.0193% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0193
β
Beta against DOW=0.89
σ
Overall volatility
=0.00
Ir
Information ratio =0.0273

PUT GL Return Volatility

PUT GL HI YI USD I accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2959% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

PUT GL Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than PUT GL HI YI USD I. 0% of all equities and portfolios are less risky than PUT GL. Compared to the overall equity markets, volatility of historical daily returns of PUT GL HI YI USD I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PUT GL HI YI USD I to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of PUT GL to be traded at $3.24 in 30 days.

PUT GL correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PUT GL HI YI USD I and equity matching DJI index in the same portfolio.

PUT GL Volatility Indicators

PUT GL HI YI USD I Current Risk Indicators

Check also Trending Equities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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