1293685 (Ireland) Risk Analysis And Volatility

1293685 -- Ireland Fund  

USD 1.22  0.0055  0.45%

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 1293685 which you can use to evaluate future volatility of the entity. Please confirm 1293685 Market Risk Adjusted Performance of 8.72, Coefficient Of Variation of (1,390) and Standard Deviation of 0.5754 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1293685 Market Sensitivity

As returns on market increase, returns on owning 1293685 are expected to decrease at a much smaller rate. During bear market, 1293685 is likely to outperform the market.
2 Months Beta |Analyze 1293685 Demand Trend
Check current 30 days 1293685 correlation with market (DOW)
β = -0.0059

1293685 Central Daily Price Deviation

1293685 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.

1293685 Projected Return Density Against Market

Assuming 30 trading days horizon, 1293685 has beta of -0.0059 . This suggests as returns on benchmark increase, returns on holding 1293685 are expected to decrease at a much smaller rate. During bear market, however, 1293685 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 1293685 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.0059
σ
Overall volatility
=0.00
Ir
Information ratio =0.5

1293685 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1293685 Investment Opportunity

DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than 1293685. 0% of all equities and portfolios are less risky than 1293685. Compared to the overall equity markets, volatility of historical daily returns of 1293685 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1293685 to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of 1293685 to be traded at $1.2078 in 30 days. . As returns on market increase, returns on owning 1293685 are expected to decrease at a much smaller rate. During bear market, 1293685 is likely to outperform the market.

1293685 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1293685 and equity matching DJI index in the same portfolio.

1293685 Volatility Indicators

1293685 Current Risk Indicators

Check also Trending Equities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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