NEU BER (Ireland) Risk Analysis And Volatility

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 Mean Deviation of 2.6, Market Risk Adjusted Performance of 0.0896 and Risk Adjusted Performance of 0.0207 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, NEU BER returns are expected to increase less than the market. However during bear market, the loss on holding NEU BER will be expected to be smaller as well.
2 Months Beta |Analyze NEU BER USD Demand Trend
Check current 30 days NEU BER correlation with market (DOW)
β = 0.682

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 has beta of 0.682 . This suggests as returns on market go up, NEU BER average returns are expected to increase less than the benchmark. However during bear market, the loss on holding NEU BER USD A AC will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0102 implying that it can potentially generate 0.0102% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0102
β
Beta against DOW=0.68
σ
Overall volatility
=0.00
Ir
Information ratio =0.0028

NEU BER Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% 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 0.69 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, NEU BER returns are expected to increase less than the market. However during bear market, the loss on holding NEU BER will be expected to be smaller as well.

NEU BER correlation with market

correlation synergy
Average 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

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