1538309 (Ireland) Risk Analysis And Volatility

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 1538309 which you can use to evaluate future volatility of the entity. Please confirm 1538309 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1538309 Technical Analysis

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1538309 Projected Return Density Against Market

Assuming 30 trading days horizon, 1538309 has beta of 0.0 . This suggests the returns on DOW and 1538309 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of 1538309 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of 1538309 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.74
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

1538309 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1538309 Investment Opportunity

DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than 1538309. 0% of all equities and portfolios are less risky than 1538309. Compared to the overall equity markets, volatility of historical daily returns of 1538309 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

1538309 Volatility Indicators

1538309 Current Risk Indicators

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