11489942 (Ireland) Risk Analysis And Volatility Evaluation

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 company 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 Standard Deviation of 12.56, Market Risk Adjusted Performance of 0.51 and Coefficient Of Variation of 2141.56 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

11489942 Market Sensitivity

One Month Beta |Analyze 11489942 Demand Trend
Check current 30 days 11489942 correlation with market (DOW)
β = -1.1047
11489942 llmost one Beta11489942 Beta Legend

11489942 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, 11489942 has beta of -1.1047 . This suggests Moreover, 11489942 has an alpha of 0.7209 implying that it can potentially generate 0.7209% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.72
β
Beta against DOW=1.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.0355

Actual Return Volatility

11489942 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5992% 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 0.6 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.

11489942 correlation with market

Good 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.
Check also Trending Equities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.