12231072 (Ireland) Risk Analysis And Volatility Evaluation

12231072 -- Ireland Fund  

GBP 60.83  6.21  11.37%

Our way in which we are foreseeing 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 12231072 which you can use to evaluate future volatility of the entity. Please confirm 12231072 Standard Deviation of 7.64, Market Risk Adjusted Performance of 0.06 and Coefficient Of Variation of 2850.48 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

12231072 Market Sensitivity

As returns on market increase, returns on owning 12231072 are expected to decrease by larger amounts. On the other hand, during market turmoil, 12231072 is expected to significantly outperform it.
One Month Beta |Analyze 12231072 Demand Trend
Check current 30 days 12231072 correlation with market (DOW)
β = -3.6313
12231072 Large Negative Beta12231072 Beta Legend

12231072 Technical Analysis

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12231072 Projected Return Density Against Market

Assuming 30 trading days horizon, 12231072 has beta of -3.6313 . This suggests as returns on its benchmark rise, returns on holding 12231072 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 12231072 is expected to outperform its benchmark. Additionally, 12231072 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
=0.37
β
Beta against DOW=3.63
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

12231072 Return Volatility

12231072 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

12231072 Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than 12231072. 0% of all equities and portfolios are less risky than 12231072. Compared to the overall equity markets, volatility of historical daily returns of 12231072 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 12231072 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 12231072 to be traded at £76.04 in 30 days. As returns on market increase, returns on owning 12231072 are expected to decrease by larger amounts. On the other hand, during market turmoil, 12231072 is expected to significantly outperform it.

12231072 correlation with market

Excellent diversification
Overlapping area represents the amount of risk that can be diversified away by holding 12231072 and equity matching DJI index in the same portfolio.

12231072 Volatility Indicators

12231072 Current Risk Indicators

Check also Trending Equities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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