BAB SR (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 BAB SR which you can use to evaluate future volatility of the entity. Please confirm BAB SR SEC GBP TRA Coefficient Of Variation of 2309.9 and Market Risk Adjusted Performance of 0.3354 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BAB SR Market Sensitivity

As returns on market increase, BAB SR returns are expected to increase less than the market. However during bear market, the loss on holding BAB SR will be expected to be smaller as well.
2 Months Beta |Analyze BAB SR SEC Demand Trend
Check current 30 days BAB SR correlation with market (DOW)
β = 0.0998

BAB SR Central Daily Price Deviation

BAB SR SEC Technical Analysis

Transformation
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BAB SR Projected Return Density Against Market

Assuming 30 trading days horizon, BAB SR has beta of 0.0998 . This suggests as returns on market go up, BAB SR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BAB SR SEC GBP TRA will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0254 implying that it can potentially generate 0.0254% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0254
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

BAB SR Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BAB SR Investment Opportunity

DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than BAB SR SEC GBP TRA. 0% of all equities and portfolios are less risky than BAB SR. Compared to the overall equity markets, volatility of historical daily returns of BAB SR SEC GBP TRA is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BAB SR SEC GBP TRA to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of BAB SR to be traded at £0.0 in 30 days. . As returns on market increase, BAB SR returns are expected to increase less than the market. However during bear market, the loss on holding BAB SR will be expected to be smaller as well.

BAB SR correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BAB SR SEC GBP TRA and equity matching DJI index in the same portfolio.

BAB SR Volatility Indicators

BAB SR SEC GBP TRA Current Risk Indicators

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