1934752 (Ireland) Risk Analysis And Volatility Evaluation

1934752 -- Ireland Fund  

GBP 177.58  2.47  1.37%

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 1934752 which you can use to evaluate future volatility of the entity. Please confirm 1934752 Standard Deviation of 0.8737, Market Risk Adjusted Performance of 0.0324 and Coefficient Of Variation of 24038.55 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1934752 Market Sensitivity

As returns on market increase, returns on owning 1934752 are expected to decrease at a much smaller rate. During bear market, 1934752 is likely to outperform the market.
One Month Beta |Analyze 1934752 Demand Trend
Check current 30 days 1934752 correlation with market (DOW)
β = -0.284
1934752 Almost negative beta1934752 Beta Legend

1934752 Technical Analysis

Transformation
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1934752 Projected Return Density Against Market

Assuming 30 trading days horizon, 1934752 has beta of -0.284 . This suggests as returns on benchmark increase, returns on holding 1934752 are expected to decrease at a much smaller rate. During bear market, however, 1934752 is likely to outperform the market. Moreover, 1934752 has an alpha of 0.0359 implying that it can potentially generate 0.0359% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0359
β
Beta against DOW=0.28
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

1934752 Return Volatility

1934752 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

1934752 Investment Opportunity

DOW has a standard deviation of returns of 0.43 and is 9.223372036854776E16 times more volatile than 1934752. 0% of all equities and portfolios are less risky than 1934752. Compared to the overall equity markets, volatility of historical daily returns of 1934752 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1934752 to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of 1934752 to be traded at £172.25 in 30 days. As returns on market increase, returns on owning 1934752 are expected to decrease at a much smaller rate. During bear market, 1934752 is likely to outperform the market.

1934752 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1934752 and equity matching DJI index in the same portfolio.

1934752 Volatility Indicators

1934752 Current Risk Indicators

Check also Trending Equities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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