JAN PER (Ireland) Risk Analysis And Volatility

Our way of 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 JAN PER US which you can use to evaluate future volatility of the entity. Please check out JAN PER to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JAN PER US Technical Analysis

Transformation
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JAN PER Projected Return Density Against Market

Assuming 30 trading days horizon, JAN PER has beta of 0.0 . This suggests the returns on DOW and JAN PER do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

JAN PER Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

JAN PER Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than JAN PER US EUR I AC. 0% of all equities and portfolios are less risky than JAN PER. Compared to the overall equity markets, volatility of historical daily returns of JAN PER US EUR I AC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

JAN PER Current Risk Indicators

JAN PER Suggested Diversification Pairs

Check also Trending Equities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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