19808801 (Ireland) Risk Analysis And Volatility Evaluation

19808801 -- Ireland Fund  

EUR 11.49  0.43  3.89%

Our way in which we are foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 19808801 which you can use to evaluate future volatility of the entity. Please confirm 19808801 Standard Deviation of 2.88, Market Risk Adjusted Performance of 0.68 and Coefficient Of Variation of 428.7 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

19808801 Market Sensitivity

One Month Beta |Analyze 19808801 Demand Trend
Check current 30 days 19808801 correlation with market (DOW)
β = -0.9532
19808801 llmost one Beta19808801 Beta Legend

19808801 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, 19808801 has beta of -0.9532 . This suggests Moreover, 19808801 has an alpha of 0.7574 implying that it can potentially generate 0.7574% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.76
β
Beta against DOW=0.95
σ
Overall volatility
=0.00
Ir
Information ratio =0.20

Actual Return Volatility

19808801 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Volatility Analysis

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Investment Outlook

19808801 Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than 19808801. 0% of all equities and portfolios are less risky than 19808801. Compared to the overall equity markets, volatility of historical daily returns of 19808801 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 19808801 to enhance returns of your portfolios. The fund experiences unexpected upward trend. Watch out for market signals. Check odds of 19808801 to be traded at €13.79 in 30 days.

19808801 correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 19808801 and equity matching DJI index in the same portfolio.
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