13779865 (Ireland) Risk Analysis And Volatility Evaluation

13779865 -- Ireland Fund  

EUR 11.99  0.02  0.17%

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 13779865 which you can use to evaluate future volatility of the entity. Please confirm 13779865 Standard Deviation of 0.1363, Market Risk Adjusted Performance of 0.2229 and Coefficient Of Variation of 171613.36 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

13779865 Market Sensitivity

As returns on market increase, returns on owning 13779865 are expected to decrease at a much smaller rate. During bear market, 13779865 is likely to outperform the market.
One Month Beta |Analyze 13779865 Demand Trend
Check current 30 days 13779865 correlation with market (DOW)
β = -0.0466
13779865 Almost negative beta13779865 Beta Legend

13779865 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.

13779865 Projected Return Density Against Market

Assuming 30 trading days horizon, 13779865 has beta of -0.0466 . This suggests as returns on benchmark increase, returns on holding 13779865 are expected to decrease at a much smaller rate. During bear market, however, 13779865 is likely to outperform the market. Additionally, 13779865 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
=0.02
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =1.02

13779865 Return Volatility

13779865 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.023% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

13779865 Investment Opportunity

DOW has a standard deviation of returns of 1.02 and is 9.223372036854776E16 times more volatile than 13779865. 0% of all equities and portfolios are less risky than 13779865. Compared to the overall equity markets, volatility of historical daily returns of 13779865 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 13779865 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 13779865 to be traded at €12.59 in 30 days. As returns on market increase, returns on owning 13779865 are expected to decrease at a much smaller rate. During bear market, 13779865 is likely to outperform the market.

13779865 correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 13779865 and equity matching DJI index in the same portfolio.

13779865 Volatility Indicators

13779865 Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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