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 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TRD FC EM Technical Analysis

Transformation
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TRD FC Projected Return Density Against Market

Assuming 30 trading days horizon, TRD FC has beta of 0.0 . This suggests the returns on DOW and TRD FC do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of TRD FC is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of TRD FC EM EUR A is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TRD FC Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6563% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

TRD FC Investment Opportunity

DOW has a standard deviation of returns of 0.66 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.

TRD FC Current Risk Indicators

TRD FC Suggested Diversification Pairs

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