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 company 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 0.0888 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

JAN PERK Market Sensitivity

As returns on market increase, JAN PERK returns are expected to increase less than the market. However during bear market, the loss on holding JAN PERK will be expected to be smaller as well.
One Month Beta |Analyze JAN PERK USD Demand Trend
Check current 30 days JAN PERK correlation with market (DOW)
β = 0.286
JAN PERK Small BetaJAN PERK USD Beta Legend

JAN PERK USD Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, JAN PERK has beta of 0.286 . This suggests as returns on market go up, JAN PERK average returns are expected to increase less than the benchmark. However during bear market, the loss on holding JAN PERK USD B ACC will be expected to be much smaller as well. 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
=0.0093
β
Beta against DOW=0.29
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

Actual Return Volatility

JAN PERK USD B ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6629% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Correlation Analysis

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Investment Outlook

JAN PERK Investment Opportunity
DOW has a standard deviation of returns of 0.66 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, JAN PERK returns are expected to increase less than the market. However during bear market, the loss on holding JAN PERK will be expected to be smaller as well.

JAN PERK correlation with market

Significant 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.
Check also Trending Equities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.