COLLARD GLB (Ireland) Risk Analysis And Volatility

Our approach to 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 COLLARD GLB MAC USD which you can use to evaluate future volatility of the entity. Please confirm COLLARD GLB MAC to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

COLLARD GLB MAC Technical Analysis

Transformation
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COLLARD GLB Projected Return Density Against Market

Assuming 30 trading days horizon, COLLARD GLB has beta of 0.0 . This suggests the returns on DOW and COLLARD GLB do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of COLLARD GLB is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of COLLARD GLB MAC USD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

COLLARD GLB Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

COLLARD GLB Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than COLLARD GLB MAC USD. 0% of all equities and portfolios are less risky than COLLARD GLB. Compared to the overall equity markets, volatility of historical daily returns of COLLARD GLB MAC USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

COLLARD GLB Volatility Indicators

COLLARD GLB MAC USD Current Risk Indicators

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