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 fund 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 6.54, Market Risk Adjusted Performance of 0.51 and Coefficient Of Variation of 3291.3 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1555610 Market Sensitivity

As returns on market increase, returns on owning 1555610 are expected to decrease at a much smaller rate. During bear market, 1555610 is likely to outperform the market.
One Month Beta |Analyze 1555610 Demand Trend
Check current 30 days 1555610 correlation with market (DOW)
β = -0.3605
1555610 Almost negative beta1555610 Beta Legend

1555610 Technical Analysis

Transformation
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1555610 Projected Return Density Against Market

Assuming 30 trading days horizon, 1555610 has beta of -0.3605 . This suggests as returns on benchmark increase, returns on holding 1555610 are expected to decrease at a much smaller rate. During bear market, however, 1555610 is likely to outperform the market. Moreover, 1555610 has an alpha of 0.2485 implying that it can potentially generate 0.2485% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.25
β
Beta against DOW=0.36
σ
Overall volatility
=0.00
Ir
Information ratio =0.0034

1555610 Return Volatility

1555610 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1555610 Investment Opportunity

DOW has a standard deviation of returns of 0.42 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, returns on owning 1555610 are expected to decrease at a much smaller rate. During bear market, 1555610 is likely to outperform the market.

1555610 correlation with market

Good 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.

1555610 Volatility Indicators

1555610 Current Risk Indicators

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