BRIDGEWA B4444002 (Ireland) Risk Analysis And Volatility Evaluation

13101714 -- Ireland Fund  

EUR 1,368  91.64  7.18%

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 BRIDGEWA B4444002 which you can use to evaluate future volatility of the entity. Please confirm BRIDGEWA B4444002 Risk Adjusted Performance of 0.0175 and Mean Deviation of 2.83 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BRIDGEWA B4444002 Market Sensitivity

As returns on market increase, returns on owning BRIDGEWA B4444002 are expected to decrease by larger amounts. On the other hand, during market turmoil, BRIDGEWA B4444002 is expected to significantly outperform it.
One Month Beta |Analyze BRIDGEWA B4444002 Demand Trend
Check current 30 days BRIDGEWA B4444002 correlation with market (DOW)
β = -1.6869
BRIDGEWA B4444002 Large Negative BetaBRIDGEWA B4444002 Beta Legend

BRIDGEWA B4444002 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.

BRIDGEWA B4444002 Projected Return Density Against Market

Assuming 30 trading days horizon, BRIDGEWA B4444002 has beta of -1.6869 . This suggests as returns on its benchmark rise, returns on holding BRIDGEWA B4444002 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, BRIDGEWA B4444002 is expected to outperform its benchmark. Moreover, BRIDGEWA B4444002 has an alpha of 0.2609 implying that it can potentially generate 0.2609% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.26
β
Beta against DOW=1.69
σ
Overall volatility
=0.00
Ir
Information ratio =0.0038

BRIDGEWA B4444002 Return Volatility

BRIDGEWA B4444002 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3801% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BRIDGEWA B4444002 Investment Opportunity

DOW has a standard deviation of returns of 0.38 and is 9.223372036854776E16 times more volatile than BRIDGEWA B4444002. 0% of all equities and portfolios are less risky than BRIDGEWA B4444002. Compared to the overall equity markets, volatility of historical daily returns of BRIDGEWA B4444002 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BRIDGEWA B4444002 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of BRIDGEWA B4444002 to be traded at €1710.53 in 30 days. As returns on market increase, returns on owning BRIDGEWA B4444002 are expected to decrease by larger amounts. On the other hand, during market turmoil, BRIDGEWA B4444002 is expected to significantly outperform it.

BRIDGEWA B4444002 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding BRIDGEWA B4444002 and equity matching DJI index in the same portfolio.

BRIDGEWA B4444002 Volatility Indicators

BRIDGEWA B4444002 Current Risk Indicators

Check also Trending Equities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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