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 0.1229 and Mean Deviation of 3.21 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, BRIDGEWA B4444002 returns are expected to increase less than the market. However during bear market, the loss on holding BRIDGEWA B4444002 will be expected to be smaller as well.
One Month Beta |Analyze BRIDGEWA B4444002 Demand Trend
Check current 30 days BRIDGEWA B4444002 correlation with market (DOW)
β = 0.7613

BRIDGEWA B4444002 Central Daily Price Deviation

BRIDGEWA B4444002 Technical Analysis

Transformation
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BRIDGEWA B4444002 Projected Return Density Against Market

Assuming 30 trading days horizon, BRIDGEWA B4444002 has beta of 0.7613 . This suggests as returns on market go up, BRIDGEWA B4444002 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BRIDGEWA B4444002 will be expected to be much smaller as well. Moreover, BRIDGEWA B4444002 has an alpha of 0.4839 implying that it can potentially generate 0.4839% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.48
β
Beta against DOW=0.76
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

BRIDGEWA B4444002 Return Volatility

BRIDGEWA B4444002 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% 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 1.3 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, BRIDGEWA B4444002 returns are expected to increase less than the market. However during bear market, the loss on holding BRIDGEWA B4444002 will be expected to be smaller as well.

BRIDGEWA B4444002 correlation with market

correlation synergy
Modest 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

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