JAN PERK (Ireland) Risk Analysis And Volatility Evaluation

Our way of determining 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 JAN PERK USD which you can use to evaluate future volatility of the entity. Please check out JAN PERK Market Risk Adjusted Performance of 0.0243 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JAN PERK Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, JAN PERK will likely underperform.
One Month Beta |Analyze JAN PERK USD Demand Trend
Check current 30 days JAN PERK correlation with market (DOW)
β = 1.2519
JAN PERK Large BetaJAN PERK USD Beta Legend

JAN PERK USD Technical Analysis

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JAN PERK Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.2519 . 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, JAN PERK will likely underperform. Additionally, JAN PERK USD B ACC 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
=0.1
β
Beta against DOW=1.25
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

JAN PERK Return Volatility

JAN PERK USD B ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

JAN PERK Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than JAN PERK USD B ACC. 0% of all equities and portfolios are less risky than JAN PERK. Compared to the overall equity markets, volatility of historical daily returns of JAN PERK USD B ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use JAN PERK USD B ACC to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of JAN PERK to be traded at $0.0 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, JAN PERK will likely underperform.

JAN PERK correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding JAN PERK USD B ACC and equity matching DJI index in the same portfolio.

JAN PERK Volatility Indicators

JAN PERK USD B ACC Current Risk Indicators

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