13410742 (Ireland) Risk Analysis And Volatility Evaluation

13410742 -- Ireland Fund  

USD 3,235  181.89  5.96%

Our way in which we are foreseeing 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 13410742 which you can use to evaluate future volatility of the entity. Please confirm 13410742 Standard Deviation of 2.66, Market Risk Adjusted Performance of 18.24 and Coefficient Of Variation of 223.61 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

13410742 Market Sensitivity

As returns on market increase, 13410742 returns are expected to increase less than the market. However during bear market, the loss on holding 13410742 will be expected to be smaller as well.
One Month Beta |Analyze 13410742 Demand Trend
Check current 30 days 13410742 correlation with market (DOW)
β = 0.0648
13410742 Small Beta13410742 Beta Legend

13410742 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.

13410742 Projected Return Density Against Market

Assuming 30 trading days horizon, 13410742 has beta of 0.0648 . This suggests as returns on market go up, 13410742 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 13410742 will be expected to be much smaller as well. In addition to that, 13410742 has an alpha of 1.1856 implying that it can potentially generate 1.1856% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.19
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.47

13410742 Return Volatility

13410742 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0813% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

13410742 Investment Opportunity

DOW has a standard deviation of returns of 1.08 and is 9.223372036854776E16 times more volatile than 13410742. 0% of all equities and portfolios are less risky than 13410742. Compared to the overall equity markets, volatility of historical daily returns of 13410742 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 13410742 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 13410742 to be traded at $4043.98 in 30 days. As returns on market increase, 13410742 returns are expected to increase less than the market. However during bear market, the loss on holding 13410742 will be expected to be smaller as well.

13410742 correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 13410742 and equity matching DJI index in the same portfolio.

13410742 Volatility Indicators

13410742 Current Risk Indicators

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