14255194 (Ireland) Risk Analysis And Volatility Evaluation

14255194 -- Ireland Fund  

USD 0.59  0.09  18.00%

Macroaxis considers 14255194 unknown risk given 1 month investment horizon. 14255194 retains Efficiency (Sharpe Ratio) of 0.0505 which signifies that 14255194 had 0.0505% 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 all available market data together with company specific technical indicators that cannot be diversified away. By evaluating 14255194 technical indicators you can at this moment evaluate if the expected return of 0.6864% is justified by implied risk. Please makes use of 14255194 Standard Deviation of 11.03, Market Risk Adjusted Performance of 114.37 and Coefficient Of Variation of 1,356 to double-check if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

14255194 Market Sensitivity

As returns on market increase, 14255194 returns are expected to increase less than the market. However during bear market, the loss on holding 14255194 will be expected to be smaller as well.
One Month Beta |Analyze 14255194 Demand Trend
Check current 30 days 14255194 correlation with market (DOW)
β = 0.0072
14255194 Small Beta14255194 Beta Legend

14255194 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, 14255194 has beta of 0.0072 . This suggests as returns on market go up, 14255194 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 14255194 will be expected to be much smaller as well. Additionally, 14255194 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 
Assuming 30 trading days horizon, the coefficient of variation of 14255194 is 1981.08. The daily returns are destributed with a variance of 184.94 and standard deviation of 13.6. The mean deviation of 14255194 is currently at 8.66. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.82
β
Beta against DOW=0.0072
σ
Overall volatility
=13.60
Ir
Information ratio =0.08

Actual Return Volatility

14255194 accepts 13.5991% volatility on return distribution over the 30 days horizon. DOW inherits 0.5804% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Fundamental Analysis

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Investment Outlook

14255194 Investment Opportunity
14255194 has a volatility of 13.6 and is 23.45 times more volatile than DOW. 96% of all equities and portfolios are less risky than 14255194. Compared to the overall equity markets, volatility of historical daily returns of 14255194 is higher than 96 (%) of all global equities and portfolios over the last 30 days.
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