BRIDGEWA B4444002 (Ireland) Risk Analysis And Volatility Evaluation

13101714 -- Ireland Fund  

EUR 1,368  91.64  7.18%

BRIDGEWA B4444002 is unknown risk given 1 month investment horizon. BRIDGEWA B4444002 secures Sharpe Ratio (or Efficiency) of 0.5 which signifies that BRIDGEWA B4444002 had 0.5% of return per unit of return volatility over the last 1 month. Our approach to foreseeing risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.7944% are justified by taking the suggested risk. Use BRIDGEWA B4444002 Risk Adjusted Performance of 0.0737 and Mean Deviation of 2.83 to evaluate company specific risk that cannot be diversified away.
 Time Horizon     30 Days    Login   to change

BRIDGEWA B4444002 Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, BRIDGEWA B4444002 will likely underperform.
One Month Beta |Analyze BRIDGEWA B4444002 Demand Trend
Check current 30 days BRIDGEWA B4444002 correlation with market (DOW)
β = 1.1597
BRIDGEWA B4444002 Large BetaBRIDGEWA B4444002 Beta Legend

BRIDGEWA B4444002 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.1597 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, BRIDGEWA B4444002 will likely underperform. Moreover, BRIDGEWA B4444002 has an alpha of 0.4601 implying that it can potentially generate 0.4601% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of BRIDGEWA B4444002 is 200.0. The daily returns are destributed with a variance of 12.88 and standard deviation of 3.59. The mean deviation of BRIDGEWA B4444002 is currently at 2.69. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.46
β
Beta against DOW=1.16
σ
Overall volatility
=3.59
Ir
Information ratio =0.11

Actual Return Volatility

BRIDGEWA B4444002 accepts 3.5887% volatility on return distribution over the 30 days horizon. DOW inherits 0.5804% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BRIDGEWA B4444002 Investment Opportunity
BRIDGEWA B4444002 has a volatility of 3.59 and is 6.19 times more volatile than DOW. 32% 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 32 (%) 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, BRIDGEWA B4444002 will likely underperform.

BRIDGEWA B4444002 correlation with market

Average 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.
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