1555610 (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 1555610 which you can use to evaluate future volatility of the entity. Please confirm 1555610 Standard Deviation of 7.29, Market Risk Adjusted Performance of (15.87) and Coefficient Of Variation of 2936.92 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.
2 Months Beta |Analyze 1555610 Demand Trend
Check current 30 days 1555610 correlation with market (DOW)
β = -0.015

1555610 Central Daily Price Deviation

1555610 Technical Analysis

Transformation
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1555610 Projected Return Density Against Market

Assuming 30 trading days horizon, 1555610 has beta of -0.015 . 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, The company has an alpha of 0.2418 implying that it can potentially generate 0.2418% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

1555610 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% 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 1.55 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.

1555610 Volatility Indicators

1555610 Current Risk Indicators

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