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 fund 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 0.0393 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

POL EM Market Sensitivity

As returns on market increase, returns on owning POL EM are expected to decrease at a much smaller rate. During bear market, POL EM is likely to outperform the market.
One Month Beta |Analyze POL EM MKT Demand Trend
Check current 30 days POL EM correlation with market (DOW)
β = -0.2312
POL EM Almost negative betaPOL EM MKT Beta Legend

POL EM MKT Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

POL EM Projected Return Density Against Market

Assuming 30 trading days horizon, POL EM MKT USD R AC has beta of -0.2312 . This suggests as returns on benchmark increase, returns on holding POL EM are expected to decrease at a much smaller rate. During bear market, however, POL EM MKT USD R AC is likely to outperform the market. Moreover, POL EM MKT USD R AC has an alpha of 0.1228 implying that it can potentially generate 0.1228% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.23
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

POL EM Return Volatility

POL EM MKT USD R AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% 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 1.06 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. Use POL EM MKT USD R AC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of POL EM to be traded at $12.85 in 30 days. As returns on market increase, returns on owning POL EM are expected to decrease at a much smaller rate. During bear market, POL EM is likely to outperform the market.

POL EM correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding POL EM MKT USD R AC and equity matching DJI index in the same portfolio.

POL EM Volatility Indicators

POL EM MKT USD R AC Current Risk Indicators

Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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