POLAR CAP (Ireland) Risk Analysis And Volatility

12122045 -- Ireland Fund  

EUR 8.74  1.06  13.80%

Our approach towards forecasting 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 POLAR CAP EM which you can use to evaluate future volatility of the fund. Please check POLAR CAP EM Risk Adjusted Performance of 0.0873 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

POLAR CAP Market Sensitivity

As returns on market increase, POLAR CAP returns are expected to increase less than the market. However during bear market, the loss on holding POLAR CAP will be expected to be smaller as well.
2 Months Beta |Analyze POLAR CAP EM Demand Trend
Check current 30 days POLAR CAP correlation with market (DOW)
β = 0.2773

POLAR CAP Central Daily Price Deviation

POLAR CAP EM Technical Analysis

Transformation
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POLAR CAP Projected Return Density Against Market

Assuming 30 trading days horizon, POLAR CAP has beta of 0.2773 . This suggests as returns on market go up, POLAR CAP average returns are expected to increase less than the benchmark. However during bear market, the loss on holding POLAR CAP EM EUR I will be expected to be much smaller as well. Moreover, The company has an alpha of 0.9701 implying that it can potentially generate 0.9701% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.97
β
Beta against DOW=0.28
σ
Overall volatility
=0.00
Ir
Information ratio =0.1

POLAR CAP Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Chance of Distress

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Investment Outlook

POLAR CAP Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than POLAR CAP EM EUR I. 0% of all equities and portfolios are less risky than POLAR CAP. Compared to the overall equity markets, volatility of historical daily returns of POLAR CAP EM EUR I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use POLAR CAP EM EUR I to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of POLAR CAP to be traded at €10.93 in 30 days. . As returns on market increase, POLAR CAP returns are expected to increase less than the market. However during bear market, the loss on holding POLAR CAP will be expected to be smaller as well.

POLAR CAP correlation with market

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

POLAR CAP Volatility Indicators

POLAR CAP EM EUR I Current Risk Indicators

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