LDI SO (Ireland) Risk Analysis And Volatility Evaluation

13309066 -- Ireland Fund  

EUR 2,715  1,598  37.05%

Our philosophy towards 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 LDI SO which you can use to evaluate future volatility of the organization. Please verify LDI SO EU 30 EUR B Mean Deviation of 19.96 and Risk Adjusted Performance of 0.1685 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LDI SO Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, LDI SO will likely underperform.
One Month Beta |Analyze LDI SO EU Demand Trend
Check current 30 days LDI SO correlation with market (DOW)
β = 10.3978

LDI SO Central Daily Price Deviation

LDI SO EU 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.

LDI SO Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 10.3978 . 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, LDI SO will likely underperform. In addition to that, LDI SO EU 30 EUR B has an alpha of 5.185 implying that it can potentially generate 5.185% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=5.18
β
Beta against DOW=10.40
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

LDI SO Return Volatility

LDI SO EU 30 EUR B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Focused Opportunities Now

   

Focused Opportunities

Build portfolios using our predefined set of ideas and optimize them against your investing preferences
All  Next Launch Focused Opportunities

Investment Outlook

LDI SO Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than LDI SO EU 30 EUR B. 0% of all equities and portfolios are less risky than LDI SO. Compared to the overall equity markets, volatility of historical daily returns of LDI SO EU 30 EUR B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LDI SO EU 30 EUR B to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of LDI SO to be traded at €2579.05 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, LDI SO will likely underperform.

LDI SO correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding LDI SO EU 30 EUR B and equity matching DJI index in the same portfolio.

LDI SO Volatility Indicators

LDI SO EU 30 EUR B Current Risk Indicators

Check also Trending Equities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Search macroaxis.com