NEU BER (Ireland) Risk Analysis And Volatility Evaluation

13296401 -- Ireland Fund  

USD 14.15  0.69  5.13%

Our approach into estimating 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 NEU BER which you can use to evaluate future volatility of the organization. Please verify NEU BER USD A AC Market Risk Adjusted Performance of 0.042296, Mean Deviation of 1.39 and Risk Adjusted Performance of 0.021 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

NEU BER Market Sensitivity

As returns on market increase, returns on owning NEU BER are expected to decrease at a much smaller rate. During bear market, NEU BER is likely to outperform the market.
One Month Beta |Analyze NEU BER USD Demand Trend
Check current 30 days NEU BER correlation with market (DOW)
β = -0.4606

NEU BER Central Daily Price Deviation

NEU BER USD 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.

NEU BER Projected Return Density Against Market

Assuming 30 trading days horizon, NEU BER USD A AC has beta of -0.4606 . This suggests as returns on benchmark increase, returns on holding NEU BER are expected to decrease at a much smaller rate. During bear market, however, NEU BER USD A AC is likely to outperform the market. Additionally, NEU BER USD A AC has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.46
σ
Overall volatility
=0.00
Ir
Information ratio =0.0379

NEU BER Return Volatility

NEU BER USD A AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

NEU BER Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than NEU BER USD A AC. 0% of all equities and portfolios are less risky than NEU BER. Compared to the overall equity markets, volatility of historical daily returns of NEU BER USD A AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use NEU BER USD A AC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of NEU BER to be traded at $17.69 in 30 days. As returns on market increase, returns on owning NEU BER are expected to decrease at a much smaller rate. During bear market, NEU BER is likely to outperform the market.

NEU BER correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding NEU BER USD A AC and equity matching DJI index in the same portfolio.

NEU BER Volatility Indicators

NEU BER USD A AC Current Risk Indicators

NEU BER Pair Correlation

NEU BER Suggested Diversification Pairs

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