14340490 (Ireland) Risk Analysis And Volatility Evaluation

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 14340490 which you can use to evaluate future volatility of the entity. Please confirm 14340490 Standard Deviation of 0.2193, Market Risk Adjusted Performance of 4.35 and Coefficient Of Variation of (223.61) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

14340490 Market Sensitivity

As returns on market increase, returns on owning 14340490 are expected to decrease at a much smaller rate. During bear market, 14340490 is likely to outperform the market.
2 Months Beta |Analyze 14340490 Demand Trend
Check current 30 days 14340490 correlation with market (DOW)
β = -0.0249

14340490 Central Daily Price Deviation

14340490 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

14340490 Projected Return Density Against Market

Assuming 30 trading days horizon, 14340490 has beta of -0.0249 . This suggests as returns on benchmark increase, returns on holding 14340490 are expected to decrease at a much smaller rate. During bear market, however, 14340490 is likely to outperform the market. Additionally, 14340490 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 
α
Alpha over DOW
=0.11
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.34

14340490 Return Volatility

14340490 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Chance of Distress Now

   

Chance of Distress

Get analysis of equity chance of financial distress in the next 2 years
All  Next Launch Chance of Distress

Investment Outlook

14340490 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than 14340490. 0% of all equities and portfolios are less risky than 14340490. Compared to the overall equity markets, volatility of historical daily returns of 14340490 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 14340490 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 14340490 to be traded at $0.0 in 30 days. As returns on market increase, returns on owning 14340490 are expected to decrease at a much smaller rate. During bear market, 14340490 is likely to outperform the market.

14340490 correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 14340490 and equity matching DJI index in the same portfolio.

14340490 Volatility Indicators

14340490 Current Risk Indicators

Check also Trending Equities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
Search macroaxis.com