UBS SEL (Ireland) Risk Analysis And Volatility Evaluation

1480202 -- Ireland Fund  

USD 118.66  0.01  0.0084%

Our approach into measuring 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 UBS SEL USD INV AC which you can use to evaluate future volatility of the entity. Please validate UBS SEL Risk Adjusted Performance of 0.27 and Market Risk Adjusted Performance of 1.39 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

UBS SEL Market Sensitivity

As returns on market increase, UBS SEL returns are expected to increase less than the market. However during bear market, the loss on holding UBS SEL will be expected to be smaller as well.
One Month Beta |Analyze UBS SEL USD Demand Trend
Check current 30 days UBS SEL correlation with market (DOW)
β = 0.0723

UBS SEL Central Daily Price Deviation

UBS SEL USD Technical Analysis

Transformation
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UBS SEL Projected Return Density Against Market

Assuming 30 trading days horizon, UBS SEL has beta of 0.0723 . This suggests as returns on market go up, UBS SEL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding UBS SEL USD INV AC will be expected to be much smaller as well. Additionally, UBS SEL USD INV AC 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
=0.1
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

UBS SEL Return Volatility

UBS SEL USD INV AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.222% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Performance Analysis

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Investment Outlook

UBS SEL Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than UBS SEL USD INV AC. 0% of all equities and portfolios are less risky than UBS SEL. Compared to the overall equity markets, volatility of historical daily returns of UBS SEL USD INV AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use UBS SEL USD INV AC to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of UBS SEL to be traded at $117.47 in 30 days. As returns on market increase, UBS SEL returns are expected to increase less than the market. However during bear market, the loss on holding UBS SEL will be expected to be smaller as well.

UBS SEL correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding UBS SEL USD INV AC and equity matching DJI index in the same portfolio.

UBS SEL Volatility Indicators

UBS SEL USD INV AC Current Risk Indicators

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