14255194 (Ireland) Risk Analysis And Volatility Evaluation

14255194 -- Ireland Fund  

USD 0.50  0.09  15.25%

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 14255194 which you can use to evaluate future volatility of the entity. Please confirm 14255194 Standard Deviation of 11.32, Market Risk Adjusted Performance of 0.25 and Coefficient Of Variation of 1923.57 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

14255194 Market Sensitivity

As returns on market increase, returns on owning 14255194 are expected to decrease by larger amounts. On the other hand, during market turmoil, 14255194 is expected to significantly outperform it.
One Month Beta |Analyze 14255194 Demand Trend
Check current 30 days 14255194 correlation with market (DOW)
β = -2.234
14255194 Large Negative Beta14255194 Beta Legend

14255194 Technical Analysis

Transformation
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14255194 Projected Return Density Against Market

Assuming 30 trading days horizon, 14255194 has beta of -2.234 . This suggests as returns on its benchmark rise, returns on holding 14255194 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 14255194 is expected to outperform its benchmark. Moreover, 14255194 has an alpha of 0.9495 implying that it can potentially generate 0.9495% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.95
β
Beta against DOW=2.23
σ
Overall volatility
=0.00
Ir
Information ratio =0.0364

14255194 Return Volatility

14255194 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

14255194 Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than 14255194. 0% of all equities and portfolios are less risky than 14255194. Compared to the overall equity markets, volatility of historical daily returns of 14255194 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 14255194 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 14255194 to be traded at $0.475 in 30 days. As returns on market increase, returns on owning 14255194 are expected to decrease by larger amounts. On the other hand, during market turmoil, 14255194 is expected to significantly outperform it.

14255194 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 14255194 and equity matching DJI index in the same portfolio.

14255194 Volatility Indicators

14255194 Current Risk Indicators

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