JAN PERK (Ireland) Risk Analysis And Volatility Evaluation

11848654 -- Ireland Fund  

USD 13.34  0.49  3.54%

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 0.07 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 returns on market increase, returns on owning JAN PERK are expected to decrease at a much smaller rate. During bear market, JAN PERK is likely to outperform the market.
One Month Beta |Analyze JAN PERK USD Demand Trend
Check current 30 days JAN PERK correlation with market (DOW)
β = -0.3126

JAN PERK Central Daily Price Deviation

JAN PERK USD Technical Analysis

Transformation
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JAN PERK Projected Return Density Against Market

Assuming 30 trading days horizon, JAN PERK USD B ACC has beta of -0.3126 . This suggests as returns on benchmark increase, returns on holding JAN PERK are expected to decrease at a much smaller rate. During bear market, however, JAN PERK USD B ACC is likely to outperform the market. Moreover, JAN PERK USD B ACC has an alpha of 1.0E-4 implying that it can potentially generate 1.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0001
β
Beta against DOW=0.31
σ
Overall volatility
=0.00
Ir
Information ratio =0.0377

JAN PERK Return Volatility

JAN PERK USD B ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% 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 1.2 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 unexpected downward movement. The market is reacting to new fundamentals. Check odds of JAN PERK to be traded at $12.81 in 30 days. As returns on market increase, returns on owning JAN PERK are expected to decrease at a much smaller rate. During bear market, JAN PERK is likely to outperform the market.

JAN PERK correlation with market

correlation synergy
Good 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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