14025410 (Ireland) Risk Analysis And Volatility Evaluation

14025410 -- Ireland Fund  

EUR 1,281  132.76  11.57%

14025410 is unknown risk given 1 month investment horizon. 14025410 retains Efficiency (Sharpe Ratio) of 0.5774 which signifies that 14025410 had 0.5774% of return per unit of price deviation over the last 1 month. Our way in which we are foreseeing volatility of a fund is to use 14025410 market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 3.855% are justified by taking the suggested risk. Use 14025410 Standard Deviation of 7.39, Market Risk Adjusted Performance of 6.27 and Coefficient Of Variation of 634.69 to evaluate company specific risk that cannot be diversified away.
 Time Horizon     30 Days    Login   to change

14025410 Market Sensitivity

As returns on market increase, 14025410 returns are expected to increase less than the market. However during bear market, the loss on holding 14025410 will be expected to be smaller as well.
One Month Beta |Analyze 14025410 Demand Trend
Check current 30 days 14025410 correlation with market (DOW)
β = 0.1842
14025410 Small Beta14025410 Beta Legend

14025410 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, 14025410 has beta of 0.1842 . This suggests as returns on market go up, 14025410 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 14025410 will be expected to be much smaller as well. In addition to that, 14025410 has an alpha of 1.1263 implying that it can potentially generate 1.1263% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of 14025410 is 173.21. The daily returns are destributed with a variance of 44.58 and standard deviation of 6.68. The mean deviation of 14025410 is currently at 5.14. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=1.13
β
Beta against DOW=0.18
σ
Overall volatility
=6.68
Ir
Information ratio =0.14

Actual Return Volatility

14025410 accepts 6.6771% volatility on return distribution over the 30 days horizon. DOW inherits 0.5977% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

14025410 Investment Opportunity
14025410 has a volatility of 6.68 and is 11.13 times more volatile than DOW. 61% of all equities and portfolios are less risky than 14025410. Compared to the overall equity markets, volatility of historical daily returns of 14025410 is higher than 61 (%) of all global equities and portfolios over the last 30 days. Use 14025410 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 14025410 to be traded at €1600.88 in 30 days. As returns on market increase, 14025410 returns are expected to increase less than the market. However during bear market, the loss on holding 14025410 will be expected to be smaller as well.

14025410 correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 14025410 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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