BARC GLB (Ireland) Risk Analysis And Volatility

11231576 -- Ireland Fund  

GBP 0.92  0.008  0.88%

Our approach towards 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 BARC GLB INF GBP M which you can use to evaluate future volatility of the entity. Please confirm BARC GLB INF Coefficient Of Variation of 26690.36, Semi Deviation of 0.6251 and Mean Deviation of 0.5314 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BARC GLB Market Sensitivity

As returns on market increase, returns on owning BARC GLB are expected to decrease at a much smaller rate. During bear market, BARC GLB is likely to outperform the market.
2 Months Beta |Analyze BARC GLB INF Demand Trend
Check current 30 days BARC GLB correlation with market (DOW)
β = -0.0788

BARC GLB Central Daily Price Deviation

BARC GLB INF 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.

BARC GLB Projected Return Density Against Market

Assuming 30 trading days horizon, BARC GLB INF GBP M has beta of -0.0788 . This suggests as returns on benchmark increase, returns on holding BARC GLB are expected to decrease at a much smaller rate. During bear market, however, BARC GLB INF GBP M is likely to outperform the market. Moreover, The company has an alpha of 3.0E-4 implying that it can potentially generate 3.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0003
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

BARC GLB Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Price Ceiling Movement Now

   

Price Ceiling Movement

Calculate and plot Price Ceiling Movement for different equity instruments
All  Next Launch Price Ceiling Movement

Investment Outlook

BARC GLB Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than BARC GLB INF GBP M. 0% of all equities and portfolios are less risky than BARC GLB. Compared to the overall equity markets, volatility of historical daily returns of BARC GLB INF GBP M is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BARC GLB INF GBP M to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of BARC GLB to be traded at £1.0131 in 30 days. . As returns on market increase, returns on owning BARC GLB are expected to decrease at a much smaller rate. During bear market, BARC GLB is likely to outperform the market.

BARC GLB correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding BARC GLB INF GBP M and equity matching DJI index in the same portfolio.

BARC GLB Volatility Indicators

BARC GLB INF GBP M Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Search macroaxis.com