BARC GLB (Ireland) Risk Analysis And Volatility Evaluation

11231576 -- Ireland Fund  

GBP 0.92  0.01  1.10%

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 Mean Deviation of 0.3779 and Coefficient Of Variation of 1,316 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, BARC GLB returns are expected to increase less than the market. However during bear market, the loss on holding BARC GLB will be expected to be smaller as well.
One Month Beta |Analyze BARC GLB INF Demand Trend
Check current 30 days BARC GLB correlation with market (DOW)
β = 0.1651

BARC GLB Central Daily Price Deviation

BARC GLB INF Technical Analysis

Transformation
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BARC GLB Projected Return Density Against Market

Assuming 30 trading days horizon, BARC GLB has beta of 0.1651 . This suggests as returns on market go up, BARC GLB average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BARC GLB INF GBP M will be expected to be much smaller as well. Additionally, BARC GLB INF GBP M 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
=0.04
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.0346

BARC GLB Return Volatility

BARC GLB INF GBP M accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2951% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BARC GLB Investment Opportunity

DOW has a standard deviation of returns of 1.3 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 large bullish trend. Check odds of BARC GLB to be traded at £1.012 in 30 days. As returns on market increase, BARC GLB returns are expected to increase less than the market. However during bear market, the loss on holding BARC GLB will be expected to be smaller as well.

BARC GLB correlation with market

correlation synergy
Weak 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

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