1969776 (Ireland) Risk Analysis And Volatility Evaluation

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 11.68, Market Risk Adjusted Performance of 1.58 and Coefficient Of Variation of 756.89 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

1969776 returns are very sensitive to returns on the market. As market goes up or down, 1969776 is expected to follow.
One Month Beta |Analyze 1969776 Demand Trend
Check current 30 days 1969776 correlation with market (DOW)
β = 0.9747
1969776 llmost one Beta1969776 Beta Legend

1969776 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.

1969776 Projected Return Density Against Market

Assuming 30 trading days horizon, 1969776 has beta of 0.9747 . This suggests 1969776 market returns are very sensitive to returns on the market. As the market benchmark goes up or down, 1969776 is expected to follow. In addition to that, 1969776 has an alpha of 1.7018 implying that it can potentially generate 1.7018% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.70
β
Beta against DOW=0.97
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

1969776 Return Volatility

1969776 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% 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 1.04 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. 1969776 returns are very sensitive to returns on the market. As market goes up or down, 1969776 is expected to follow.

1969776 correlation with market

Significant 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.

1969776 Volatility Indicators

1969776 Current Risk Indicators

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