VAN PAC (Ireland) Risk Analysis And Volatility Evaluation

1924820 -- Ireland Fund  

USD 200.00  10.55  5.57%

Our approach into 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 VAN PAC INS USD ACC which you can use to evaluate future volatility of the entity. Please validate VAN PAC Risk Adjusted Performance of 0.0168 and Market Risk Adjusted Performance of 0.15 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

VAN PAC Market Sensitivity

As returns on market increase, returns on owning VAN PAC are expected to decrease at a much smaller rate. During bear market, VAN PAC is likely to outperform the market.
One Month Beta |Analyze VAN PAC INS Demand Trend
Check current 30 days VAN PAC correlation with market (DOW)
β = -0.3447
VAN PAC Almost negative betaVAN PAC INS Beta Legend

VAN PAC INS Technical Analysis

Transformation
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VAN PAC Projected Return Density Against Market

Assuming 30 trading days horizon, VAN PAC INS USD ACC has beta of -0.3447 . This suggests as returns on benchmark increase, returns on holding VAN PAC are expected to decrease at a much smaller rate. During bear market, however, VAN PAC INS USD ACC is likely to outperform the market. Moreover, VAN PAC INS USD ACC has an alpha of 0.1125 implying that it can potentially generate 0.1125% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.11
β
Beta against DOW=0.34
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

VAN PAC Return Volatility

VAN PAC INS USD ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

VAN PAC Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than VAN PAC INS USD ACC. 0% of all equities and portfolios are less risky than VAN PAC. Compared to the overall equity markets, volatility of historical daily returns of VAN PAC INS USD ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use VAN PAC INS USD ACC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of VAN PAC to be traded at $250.0 in 30 days. As returns on market increase, returns on owning VAN PAC are expected to decrease at a much smaller rate. During bear market, VAN PAC is likely to outperform the market.

VAN PAC correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding VAN PAC INS USD ACC and equity matching DJI index in the same portfolio.

VAN PAC Volatility Indicators

VAN PAC INS USD ACC Current Risk Indicators

Check also Trending Equities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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