TRD FC (Ireland) Risk Analysis And Volatility

Our approach towards 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 TRD FC EM EUR A which you can use to evaluate future volatility of the fund. Please validate TRD FC Risk Adjusted Performance of 0.0332 and Coefficient Of Variation of 6638.59 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TRD FC Market Sensitivity

As returns on market increase, returns on owning TRD FC are expected to decrease at a much smaller rate. During bear market, TRD FC is likely to outperform the market.
2 Months Beta |Analyze TRD FC EM Demand Trend
Check current 30 days TRD FC correlation with market (DOW)
β = -0.1442

TRD FC Central Daily Price Deviation

TRD FC EM Technical Analysis

Transformation
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TRD FC Projected Return Density Against Market

Assuming 30 trading days horizon, TRD FC EM EUR A has beta of -0.1442 . This suggests as returns on benchmark increase, returns on holding TRD FC are expected to decrease at a much smaller rate. During bear market, however, TRD FC EM EUR A is likely to outperform the market. Moreover, TRD FC EM EUR A has an alpha of 0.0104 implying that it can potentially generate 0.0104% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0104
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

TRD FC Return Volatility

TRD FC EM EUR A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TRD FC Investment Opportunity

DOW has a standard deviation of returns of 2.05 and is 9.223372036854776E16 times more volatile than TRD FC EM EUR A. 0% of all equities and portfolios are less risky than TRD FC. Compared to the overall equity markets, volatility of historical daily returns of TRD FC EM EUR A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TRD FC EM EUR A to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of TRD FC to be traded at €0.0 in 30 days. . As returns on market increase, returns on owning TRD FC are expected to decrease at a much smaller rate. During bear market, TRD FC is likely to outperform the market.

TRD FC correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding TRD FC EM EUR A and equity matching DJI index in the same portfolio.

TRD FC Volatility Indicators

TRD FC EM EUR A Current Risk Indicators

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