1361 (Ireland) Risk Analysis And Volatility Evaluation

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 1361 which you can use to evaluate future volatility of the entity. Please confirm 1361 Standard Deviation of 0.5849, Market Risk Adjusted Performance of 0.512 and Coefficient Of Variation of (1,844) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1361 Market Sensitivity

As returns on market increase, returns on owning 1361 are expected to decrease at a much smaller rate. During bear market, 1361 is likely to outperform the market.
2 Months Beta |Analyze 1361 Demand Trend
Check current 30 days 1361 correlation with market (DOW)
β = -0.0831

1361 Central Daily Price Deviation

1361 Technical Analysis

Transformation
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1361 Projected Return Density Against Market

Assuming 30 trading days horizon, 1361 has beta of -0.0831 . This suggests as returns on benchmark increase, returns on holding 1361 are expected to decrease at a much smaller rate. During bear market, however, 1361 is likely to outperform the market. Additionally, 1361 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
=0.05
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

1361 Return Volatility

1361 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1361 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than 1361. 0% of all equities and portfolios are less risky than 1361. Compared to the overall equity markets, volatility of historical daily returns of 1361 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1361 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 1361 to be traded at $0.0 in 30 days. As returns on market increase, returns on owning 1361 are expected to decrease at a much smaller rate. During bear market, 1361 is likely to outperform the market.

1361 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1361 and equity matching DJI index in the same portfolio.

1361 Volatility Indicators

1361 Current Risk Indicators

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