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 0.1232, Market Risk Adjusted Performance of 0.3482 and Coefficient Of Variation of 734.87 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, 13779865 returns are expected to increase less than the market. However during bear market, the loss on holding 13779865 will be expected to be smaller as well.
2 Months Beta |Analyze 13779865 Demand Trend
Check current 30 days 13779865 correlation with market (DOW)
β = 0.02

13779865 Central Daily Price Deviation

13779865 Technical Analysis

Transformation
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13779865 Projected Return Density Against Market

Assuming 30 trading days horizon, 13779865 has beta of 0.02 . This suggests as returns on market go up, 13779865 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 13779865 will be expected to be much smaller as well. Moreover, 13779865 has an alpha of 0.0106 implying that it can potentially generate 0.0106% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0106
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =1.60

13779865 Return Volatility

13779865 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Price Exposure Probability

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Investment Outlook

13779865 Investment Opportunity

DOW has a standard deviation of returns of 1.35 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, 13779865 returns are expected to increase less than the market. However during bear market, the loss on holding 13779865 will be expected to be smaller as well.

13779865 correlation with market

correlation synergy
Weak 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

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