1686534 (Ireland) Risk Analysis And Volatility Evaluation

1686534 -- Ireland Fund  

USD 12.31  0.76  5.81%

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 1686534 which you can use to evaluate future volatility of the entity. Please confirm 1686534 Standard Deviation of 4.05, Market Risk Adjusted Performance of (0.71) and Coefficient Of Variation of (2,516) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1686534 Market Sensitivity

As returns on market increase, 1686534 returns are expected to increase less than the market. However during bear market, the loss on holding 1686534 will be expected to be smaller as well.
2 Months Beta |Analyze 1686534 Demand Trend
Check current 30 days 1686534 correlation with market (DOW)
β = 0.2366

1686534 Central Daily Price Deviation

1686534 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.

1686534 Projected Return Density Against Market

Assuming 30 trading days horizon, 1686534 has beta of 0.2366 . This suggests as returns on market go up, 1686534 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 1686534 will be expected to be much smaller as well. Additionally, 1686534 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.16
β
Beta against DOW=0.24
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

1686534 Return Volatility

1686534 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1686534 Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than 1686534. 0% of all equities and portfolios are less risky than 1686534. Compared to the overall equity markets, volatility of historical daily returns of 1686534 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1686534 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 1686534 to be traded at $11.69 in 30 days. As returns on market increase, 1686534 returns are expected to increase less than the market. However during bear market, the loss on holding 1686534 will be expected to be smaller as well.

1686534 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1686534 and equity matching DJI index in the same portfolio.

1686534 Volatility Indicators

1686534 Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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