14074716 (Ireland) Risk Analysis And Volatility

14074716 -- Ireland Fund  

USD 16.63  0.75  4.32%

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 14074716 which you can use to evaluate future volatility of the entity. Please confirm 14074716 Standard Deviation of 3.17, Coefficient Of Variation of (3,218) and Market Risk Adjusted Performance of 0.3454 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

14074716 Market Sensitivity

As returns on market increase, returns on owning 14074716 are expected to decrease at a much smaller rate. During bear market, 14074716 is likely to outperform the market.
2 Months Beta |Analyze 14074716 Demand Trend
Check current 30 days 14074716 correlation with market (DOW)
β = -0.3233

14074716 Central Daily Price Deviation

14074716 Technical Analysis

Transformation
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14074716 Projected Return Density Against Market

Assuming 30 trading days horizon, 14074716 has beta of -0.3233 . This suggests as returns on benchmark increase, returns on holding 14074716 are expected to decrease at a much smaller rate. During bear market, however, 14074716 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 14074716 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.32
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

14074716 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

14074716 Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than 14074716. 0% of all equities and portfolios are less risky than 14074716. Compared to the overall equity markets, volatility of historical daily returns of 14074716 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 14074716 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 14074716 to be traded at $15.8 in 30 days. . As returns on market increase, returns on owning 14074716 are expected to decrease at a much smaller rate. During bear market, 14074716 is likely to outperform the market.

14074716 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 14074716 and equity matching DJI index in the same portfolio.

14074716 Volatility Indicators

14074716 Current Risk Indicators

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