11489942 (Ireland) Risk Analysis And Volatility

11489942 -- Ireland Fund  

USD 1,113  157.94  16.54%

Our way in which we are 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 11489942 which you can use to evaluate future volatility of the entity. Please confirm 11489942 Market Risk Adjusted Performance of 0.4705, Standard Deviation of 10.53 and Coefficient Of Variation of 714.62 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

11489942 Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 11489942 will likely underperform.
2 Months Beta |Analyze 11489942 Demand Trend
Check current 30 days 11489942 correlation with market (DOW)
β = 3.1775

11489942 Central Daily Price Deviation

11489942 Technical Analysis

Transformation
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11489942 Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 3.1775 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, 11489942 will likely underperform. Moreover, The company has an alpha of 0.9504 implying that it can potentially generate 0.9504% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.95
β
Beta against DOW=3.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

11489942 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6896% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

11489942 Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 11489942. 0% of all equities and portfolios are less risky than 11489942. Compared to the overall equity markets, volatility of historical daily returns of 11489942 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 11489942 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of 11489942 to be traded at $1391.38 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 11489942 will likely underperform.

11489942 correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding 11489942 and equity matching DJI index in the same portfolio.

11489942 Volatility Indicators

11489942 Current Risk Indicators

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