HIGHFIELD PART (Ireland) Risk Analysis And Volatility Evaluation

11166485 -- Ireland Fund  

USD 117.36  2.07  1.73%

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 HIGHFIELD PART which you can use to evaluate future volatility of the entity. Please check out HIGHFIELD PART Semi Deviation of 0.7447, Market Risk Adjusted Performance of (34.94) and Risk Adjusted Performance of 0.0568 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HIGHFIELD PART Market Sensitivity

As returns on market increase, returns on owning HIGHFIELD PART are expected to decrease at a much smaller rate. During bear market, HIGHFIELD PART is likely to outperform the market.
2 Months Beta |Analyze HIGHFIELD PART Demand Trend
Check current 30 days HIGHFIELD PART correlation with market (DOW)
β = -0.001

HIGHFIELD PART Central Daily Price Deviation

HIGHFIELD PART Technical Analysis

Transformation
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HIGHFIELD PART Projected Return Density Against Market

Assuming 30 trading days horizon, HIGHFIELD PART has beta of -0.001 . This suggests as returns on benchmark increase, returns on holding HIGHFIELD PART are expected to decrease at a much smaller rate. During bear market, however, HIGHFIELD PART is likely to outperform the market. Moreover, HIGHFIELD PART has an alpha of 0.0348 implying that it can potentially generate 0.0348% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0348
β
Beta against DOW=0.001
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

HIGHFIELD PART Return Volatility

HIGHFIELD PART accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HIGHFIELD PART Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than HIGHFIELD PART. 0% of all equities and portfolios are less risky than HIGHFIELD PART. Compared to the overall equity markets, volatility of historical daily returns of HIGHFIELD PART is lower than 0 (%) of all global equities and portfolios over the last 30 days.

HIGHFIELD PART Volatility Indicators

HIGHFIELD PART Current Risk Indicators

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