12943657 (Ireland) Risk Analysis And Volatility Evaluation

12943657 -- Ireland Fund  

EUR 1.17  0.03  2.50%

Our way in which we are foreseeing 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 12943657 which you can use to evaluate future volatility of the entity. Please confirm 12943657 Standard Deviation of 1.74, Market Risk Adjusted Performance of 0.0199 and Coefficient Of Variation of 12194.01 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

12943657 Market Sensitivity

As returns on market increase, 12943657 returns are expected to increase less than the market. However during bear market, the loss on holding 12943657 will be expected to be smaller as well.
One Month Beta |Analyze 12943657 Demand Trend
Check current 30 days 12943657 correlation with market (DOW)
β = 0.4294
12943657 Small Beta12943657 Beta Legend

12943657 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, 12943657 has beta of 0.4294 . This suggests as returns on market go up, 12943657 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 12943657 will be expected to be much smaller as well. Moreover, 12943657 has an alpha of 0.0048 implying that it can potentially generate 0.0048% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0048
β
Beta against DOW=0.43
σ
Overall volatility
=0.00
Ir
Information ratio =0.0032

Actual Return Volatility

12943657 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4314% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

12943657 Investment Opportunity
DOW has a standard deviation of returns of 0.43 and is 9.223372036854776E16 times more volatile than 12943657. 0% of all equities and portfolios are less risky than 12943657. Compared to the overall equity markets, volatility of historical daily returns of 12943657 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 12943657 to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of 12943657 to be traded at €1.1232 in 30 days. As returns on market increase, 12943657 returns are expected to increase less than the market. However during bear market, the loss on holding 12943657 will be expected to be smaller as well.

12943657 correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 12943657 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.