GLG MAN (Ireland) Risk Analysis And Volatility

Our approach to determining 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 GLG MAN DNHUSD which you can use to evaluate future volatility of the entity. Please check out GLG MAN to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GLG MAN DNHUSD Technical Analysis

Transformation
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GLG MAN Projected Return Density Against Market

Assuming 30 trading days horizon, GLG MAN has beta of 0.0 . This suggests the returns on DOW and GLG MAN do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of GLG MAN is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of GLG MAN DNHUSD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

GLG MAN Return Volatility

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

GLG MAN Investment Opportunity

GLG MAN DNHUSD has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than GLG MAN. Compared to the overall equity markets, volatility of historical daily returns of GLG MAN DNHUSD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GLG MAN Current Risk Indicators

GLG MAN Suggested Diversification Pairs

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