POL EM (Ireland) Risk Analysis And Volatility Evaluation

12381464 -- Ireland Fund  

USD 10.28  0.89  9.48%

Our approach towards forecasting 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 POL EM MKT which you can use to evaluate future volatility of the fund. Please check POL EM MKT Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

POL EM MKT Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, POL EM has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and POL EM are completely uncorrelated. Furthermore, POL EM MKT USD R ACIt does not look like POL EM alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

POL EM MKT USD R AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

POL EM Investment Opportunity
DOW has a standard deviation of returns of 0.56 and is 9.223372036854776E16 times more volatile than POL EM MKT USD R AC. 0% of all equities and portfolios are less risky than POL EM. Compared to the overall equity markets, volatility of historical daily returns of POL EM MKT USD R AC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

POL EM Current Risk Indicators
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