GLG JAPANESE (Ireland) Risk Analysis And Volatility Evaluation

Our approach to determining 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 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%.
 Time Horizon     30 Days    Login   to change

GLG JAPANESE LS 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, GLG JAPANESE has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and GLG JAPANESE are completely uncorrelated. Furthermore, GLG JAPANESE LS AIt does not look like GLG JAPANESE 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

Actual Return Volatility

GLG JAPANESE LS A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GLG JAPANESE Investment Opportunity
DOW has a standard deviation of returns of 0.59 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 Current Risk Indicators

Check also Trending Equities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.