BAR ASI (Ireland) Risk Analysis And Volatility Evaluation

12915578 -- Ireland Fund  

HKD 58.14  0.20  0.34%

Our approach towards 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 BAR ASI DBT HKD A which you can use to evaluate future volatility of the entity. Please confirm BAR ASI DBT Mean Deviation of 0.0938 and Coefficient Of Variation of 114173.11 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BAR ASI Market Sensitivity

As returns on market increase, BAR ASI returns are expected to increase less than the market. However during bear market, the loss on holding BAR ASI will be expected to be smaller as well.
One Month Beta |Analyze BAR ASI DBT Demand Trend
Check current 30 days BAR ASI correlation with market (DOW)
β = 0.0552
BAR ASI Small BetaBAR ASI DBT Beta Legend

BAR ASI DBT 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.

BAR ASI Projected Return Density Against Market

Assuming 30 trading days horizon, BAR ASI has beta of 0.0552 . This suggests as returns on market go up, BAR ASI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BAR ASI DBT HKD A will be expected to be much smaller as well. Additionally, BAR ASI DBT HKD A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.96

BAR ASI Return Volatility

BAR ASI DBT HKD A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BAR ASI Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than BAR ASI DBT HKD A. 0% of all equities and portfolios are less risky than BAR ASI. Compared to the overall equity markets, volatility of historical daily returns of BAR ASI DBT HKD A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BAR ASI DBT HKD A to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of BAR ASI to be traded at 57.56 in 30 days. As returns on market increase, BAR ASI returns are expected to increase less than the market. However during bear market, the loss on holding BAR ASI will be expected to be smaller as well.

BAR ASI correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BAR ASI DBT HKD A and equity matching DJI index in the same portfolio.

BAR ASI Volatility Indicators

BAR ASI DBT HKD A Current Risk Indicators

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