12943657 (Ireland) Risk Analysis And Volatility

12943657 -- Ireland Fund  

EUR 1.17  0.0034  0.29%

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 12943657 which you can use to evaluate future volatility of the entity. Please confirm 12943657 Standard Deviation of 1.79, Market Risk Adjusted Performance of 0.096 and Coefficient Of Variation of (2,281) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

12943657 Market Sensitivity

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.

12943657 Projected Return Density Against Market

Assuming 30 trading days horizon, 12943657 has beta of -1.0276 . This suggests Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 12943657 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=1.03
σ
Overall volatility
=0.00
Ir
Information ratio =0.05

12943657 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6636% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

12943657 Investment Opportunity

DOW has a standard deviation of returns of 0.66 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 enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 12943657 to be traded at €1.2285 in 30 days. .

12943657 correlation with market

correlation synergy
Very good 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.

12943657 Current Risk Indicators

12943657 Suggested Diversification Pairs

Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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