1969776 (Ireland) Risk Analysis And Volatility

1969776 -- Ireland Fund  

GBP 345.91  62.44  22.03%

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 1969776 which you can use to evaluate future volatility of the entity. Please confirm 1969776 Standard Deviation of 14.01, Market Risk Adjusted Performance of 1.02 and Coefficient Of Variation of 899.16 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1969776 Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 1969776 will likely underperform.
2 Months Beta |Analyze 1969776 Demand Trend
Check current 30 days 1969776 correlation with market (DOW)
β = 1.5351

1969776 Central Daily Price Deviation

1969776 Technical Analysis

Transformation
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1969776 Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.5351 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, 1969776 will likely underperform. In addition to that, 1969776 has an alpha of 1.8257 implying that it can potentially generate 1.8257% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.83
β
Beta against DOW=1.54
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

1969776 Return Volatility

1969776 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1969776 Investment Opportunity

DOW has a standard deviation of returns of 2.03 and is 9.223372036854776E16 times more volatile than 1969776. 0% of all equities and portfolios are less risky than 1969776. Compared to the overall equity markets, volatility of historical daily returns of 1969776 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1969776 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 1969776 to be traded at £432.39 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 1969776 will likely underperform.

1969776 correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1969776 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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