LDI SO (Ireland) Risk Analysis And Volatility

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 22.39 and Risk Adjusted Performance of 0.1684 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.
2 Months Beta |Analyze LDI SO EU Demand Trend
Check current 30 days LDI SO correlation with market (DOW)
β = 3.7997

LDI SO Central Daily Price Deviation

LDI SO EU Technical Analysis

Transformation
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LDI SO Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 3.7997 . 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, The company has an alpha of 2.5981 implying that it can potentially generate 2.5981% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=2.60
β
Beta against DOW=3.80
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

LDI SO Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

LDI SO Investment Opportunity

DOW has a standard deviation of returns of 1.92 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 your portfolios 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
Modest 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

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