NEM GLB (Ireland) Risk Analysis And Volatility

12438395 -- Ireland Fund  

USD 120.21  11.70  10.78%

Our way of estimating 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 technical indicators for NEM GLB which you can use to evaluate future volatility of the organization. Please verify NEM GLB USD INV ACC Risk Adjusted Performance of 0.01 and Mean Deviation of 4.87 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

NEM GLB USD Technical Analysis

Transformation
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NEM GLB Projected Return Density Against Market

Assuming 30 trading days horizon, NEM GLB has beta of 0.0 . This suggests the returns on DOW and NEM GLB do not appear to be sensitive. Furthermore, It does not look like the company 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

NEM GLB Return Volatility

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

NEM GLB Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than NEM GLB USD INV ACC. 0% of all equities and portfolios are less risky than NEM GLB. Compared to the overall equity markets, volatility of historical daily returns of NEM GLB USD INV ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

NEM GLB Current Risk Indicators

NEM GLB Suggested Diversification Pairs

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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