11725448 (Ireland) Risk Analysis And Volatility

11725448 -- Ireland Fund  

CAD 129.34  11.79  0.10%

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 11725448 which you can use to evaluate future volatility of the entity. Please confirm 11725448 Market Risk Adjusted Performance of 9.58, Coefficient Of Variation of 1318.18 and Standard Deviation of 6.56 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

11725448 Market Sensitivity

As returns on market increase, 11725448 returns are expected to increase less than the market. However during bear market, the loss on holding 11725448 will be expected to be smaller as well.
2 Months Beta |Analyze 11725448 Demand Trend
Check current 30 days 11725448 correlation with market (DOW)
β = 0.051

11725448 Central Daily Price Deviation

11725448 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.

11725448 Projected Return Density Against Market

Assuming 30 trading days horizon, 11725448 has beta of 0.051 . This suggests as returns on market go up, 11725448 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 11725448 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.4908 implying that it can potentially generate 0.4908% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.49
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

11725448 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

11725448 Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than 11725448. 0% of all equities and portfolios are less risky than 11725448. Compared to the overall equity markets, volatility of historical daily returns of 11725448 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 11725448 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 11725448 to be traded at C$135.81 in 30 days. . As returns on market increase, 11725448 returns are expected to increase less than the market. However during bear market, the loss on holding 11725448 will be expected to be smaller as well.

11725448 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 11725448 and equity matching DJI index in the same portfolio.
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