GLG JAPANESE (Ireland) Risk Analysis And Volatility

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

GLG JAPANESE LS Technical Analysis

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GLG JAPANESE Projected Return Density Against Market

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

GLG JAPANESE Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

GLG JAPANESE Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than GLG JAPANESE LS A. 0% of all equities and portfolios are less risky than GLG JAPANESE. Compared to the overall equity markets, volatility of historical daily returns of GLG JAPANESE LS A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GLG JAPANESE Volatility Indicators

GLG JAPANESE LS A Current Risk Indicators

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