12253109 (Ireland) Risk Analysis And Volatility Evaluation

12253109 -- Ireland Fund  

USD 1,154  7.73  0.67%

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 12253109 which you can use to evaluate future volatility of the entity. Please confirm 12253109 Standard Deviation of 0.2247, Market Risk Adjusted Performance of 1.69 and Coefficient Of Variation of 300.0 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

12253109 Market Sensitivity

As returns on market increase, 12253109 returns are expected to increase less than the market. However during bear market, the loss on holding 12253109 will be expected to be smaller as well.
One Month Beta |Analyze 12253109 Demand Trend
Check current 30 days 12253109 correlation with market (DOW)
β = 0.0386

12253109 Central Daily Price Deviation

12253109 Technical Analysis

Transformation
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12253109 Projected Return Density Against Market

Assuming 30 trading days horizon, 12253109 has beta of 0.0386 . This suggests as returns on market go up, 12253109 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 12253109 will be expected to be much smaller as well. Moreover, 12253109 has an alpha of 0.068 implying that it can potentially generate 0.068% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0386
σ
Overall volatility
=0.00
Ir
Information ratio =0.64

12253109 Return Volatility

12253109 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

12253109 Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than 12253109. 0% of all equities and portfolios are less risky than 12253109. Compared to the overall equity markets, volatility of historical daily returns of 12253109 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 12253109 to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of 12253109 to be traded at $1269.69 in 30 days. As returns on market increase, 12253109 returns are expected to increase less than the market. However during bear market, the loss on holding 12253109 will be expected to be smaller as well.

12253109 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 12253109 and equity matching DJI index in the same portfolio.

12253109 Volatility Indicators

12253109 Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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