1555610 (Ireland) Risk Analysis And Volatility Evaluation

1555610 -- Ireland Fund  

EUR 22.15  2.10  10.47%

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. We have found twenty-one technical indicators for 1555610 which you can use to evaluate future volatility of the entity. Please confirm 1555610 Standard Deviation of 7.55, Market Risk Adjusted Performance of 0.3565 and Coefficient Of Variation of 3040.0 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

1555610 Market Sensitivity

As returns on market increase, 1555610 returns are expected to increase less than the market. However during bear market, the loss on holding 1555610 will be expected to be smaller as well.
One Month Beta |Analyze 1555610 Demand Trend
Check current 30 days 1555610 correlation with market (DOW)
β = 0.6876
1555610 Small Beta1555610 Beta Legend

1555610 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, 1555610 has beta of 0.6876 . This suggests as returns on market go up, 1555610 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 1555610 will be expected to be much smaller as well. Moreover, 1555610 has an alpha of 0.149 implying that it can potentially generate 0.149% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.69
σ
Overall volatility
=0.00
Ir
Information ratio =0.0144

Actual Return Volatility

1555610 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.63% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Coins and Tokens Correlation Now
   

Coins and Tokens Correlation

Utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges
All  Next Launch Coins and Tokens Correlation

Investment Outlook

1555610 Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than 1555610. 0% of all equities and portfolios are less risky than 1555610. Compared to the overall equity markets, volatility of historical daily returns of 1555610 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1555610 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 1555610 to be traded at €27.69 in 30 days. As returns on market increase, 1555610 returns are expected to increase less than the market. However during bear market, the loss on holding 1555610 will be expected to be smaller as well.

1555610 correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1555610 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.