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 0.26, Mean Deviation of 1.28 and Risk Adjusted Performance of 0.024112 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.
One Month Beta |Analyze NEU BER USD Demand Trend
Check current 30 days NEU BER correlation with market (DOW)
β = 0.7633
NEU BER Small BetaNEU BER USD Beta Legend

NEU BER USD Technical Analysis

Transformation
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NEU BER Projected Return Density Against Market

Assuming 30 trading days horizon, NEU BER has beta of 0.7633 . 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. 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
=0.29
β
Beta against DOW=0.76
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

NEU BER Return Volatility

NEU BER USD A AC 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

NEU BER Investment Opportunity

DOW has a standard deviation of returns of 0.38 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

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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