NEM GLB (Ireland) Risk Analysis And Volatility Evaluation

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 company specific technical indicators that cannot be diversified away. We have found twenty-one 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 2.9 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

NEM GLB USD Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, NEM GLB has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and NEM GLB are completely uncorrelated. Furthermore, NEM GLB USD INV ACCIt does not look like NEM GLB 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

NEM GLB USD INV ACC 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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Pair Correlation

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Investment Outlook

NEM GLB Investment Opportunity
NEM GLB USD INV ACC has the same returns volatility as DOW considering given time horizon. 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.

Volatility Indicators

NEM GLB Current Risk Indicators
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