GS STR (Ireland) Risk Analysis And Volatility Evaluation

1754500 -- Ireland Fund  

GBP 13,929  0.13  0.0009%

Our way in which we are determining 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 GS STR which you can use to evaluate future volatility of the entity. Please check out GS STR LQ RS PRF AC Standard Deviation of 6.0E-4 and Market Risk Adjusted Performance of 99.52 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GS STR Market Sensitivity

As returns on market increase, GS STR returns are expected to increase less than the market. However during bear market, the loss on holding GS STR will be expected to be smaller as well.
One Month Beta |Analyze GS STR LQ Demand Trend
Check current 30 days GS STR correlation with market (DOW)
β = 1.0E-4
GS STR Central Price Deviations

GS STR LQ 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.

GS STR Projected Return Density Against Market

Assuming 30 trading days horizon, GS STR has beta of 1.0E-4 . This suggests as returns on market go up, GS STR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GS STR LQ RS PRF AC will be expected to be much smaller as well. Additionally, GS STR LQ RS PRF AC 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
=0.01
β
Beta against DOW=0.0001
σ
Overall volatility
=0.00
Ir
Information ratio =3.55

GS STR Return Volatility

GS STR LQ RS PRF AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2257% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GS STR Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than GS STR LQ RS PRF AC. 0% of all equities and portfolios are less risky than GS STR. Compared to the overall equity markets, volatility of historical daily returns of GS STR LQ RS PRF AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GS STR LQ RS PRF AC to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GS STR to be traded at £14625.89 in 30 days. As returns on market increase, GS STR returns are expected to increase less than the market. However during bear market, the loss on holding GS STR will be expected to be smaller as well.

GS STR correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GS STR LQ RS PRF AC and equity matching DJI index in the same portfolio.

GS STR Volatility Indicators

GS STR LQ RS PRF AC Current Risk Indicators

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