BAR GL (Ireland) Risk Analysis And Volatility Evaluation

11781148 -- Ireland Fund  

EUR 1.08  0.05  4.85%

Our approach towards 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 BAR GL HIG EUR Z AC which you can use to evaluate future volatility of the entity. Please confirm BAR GL HIG Mean Deviation of 2.06 and Coefficient Of Variation of 6690.58 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

BAR GL Market Sensitivity

As returns on market increase, BAR GL returns are expected to increase less than the market. However during bear market, the loss on holding BAR GL will be expected to be smaller as well.
One Month Beta |Analyze BAR GL HIG Demand Trend
Check current 30 days BAR GL correlation with market (DOW)
β = 0.5853
BAR GL Small BetaBAR GL HIG Beta Legend

BAR GL HIG 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, BAR GL has beta of 0.5853 . This suggests as returns on market go up, BAR GL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BAR GL HIG EUR Z AC will be expected to be much smaller as well. Additionally, BAR GL HIG EUR Z AC 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
=0.02
β
Beta against DOW=0.59
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

Actual Return Volatility

BAR GL HIG EUR Z AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BAR GL Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than BAR GL HIG EUR Z AC. 0% of all equities and portfolios are less risky than BAR GL. Compared to the overall equity markets, volatility of historical daily returns of BAR GL HIG EUR Z AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BAR GL HIG EUR Z AC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of BAR GL to be traded at €1.35 in 30 days. As returns on market increase, BAR GL returns are expected to increase less than the market. However during bear market, the loss on holding BAR GL will be expected to be smaller as well.

BAR GL correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding BAR GL HIG EUR Z AC and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.