1293685 (Ireland) Risk Analysis And Volatility Evaluation

1293685 -- Ireland Fund  

USD 1.22  0.01  0.81%

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 Standard Deviation of 0.592, Market Risk Adjusted Performance of 0.93 and Coefficient Of Variation of 1,355 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, 1293685 returns are expected to increase less than the market. However during bear market, the loss on holding 1293685 will be expected to be smaller as well.
One Month Beta |Analyze 1293685 Demand Trend
Check current 30 days 1293685 correlation with market (DOW)
β = 0.0574

1293685 Central Daily Price Deviation

1293685 Technical Analysis

Transformation
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1293685 Projected Return Density Against Market

Assuming 30 trading days horizon, 1293685 has beta of 0.0574 . This suggests as returns on market go up, 1293685 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 1293685 will be expected to be much smaller as well. Additionally, 1293685 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
=0.05
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.0398

1293685 Return Volatility

1293685 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% 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 1.2 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 against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of 1293685 to be traded at $1.1956 in 30 days. As returns on market increase, 1293685 returns are expected to increase less than the market. However during bear market, the loss on holding 1293685 will be expected to be smaller as well.

1293685 correlation with market

correlation synergy
Average 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

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