12461145 (Ireland) Risk Analysis And Volatility

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 12461145 which you can use to evaluate future volatility of the entity. Please confirm 12461145 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

12461145 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.

12461145 Projected Return Density Against Market

Assuming 30 trading days horizon, 12461145 has beta of 0.0 . This suggests the returns on DOW and 12461145 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of 12461145 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of 12461145 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

12461145 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 

12461145 Investment Opportunity

12461145 has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than 12461145. Compared to the overall equity markets, volatility of historical daily returns of 12461145 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

12461145 Current Risk Indicators

12461145 Suggested Diversification Pairs

See also Trending Equities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
Search macroaxis.com