20228158 (Ireland) Risk Analysis And Volatility Evaluation

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 20228158 which you can use to evaluate future volatility of the entity. Please confirm 20228158 Standard Deviation of 3.54, Market Risk Adjusted Performance of 0.3244 and Coefficient Of Variation of 1157.83 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

20228158 Market Sensitivity

20228158 returns are very sensitive to returns on the market. As market goes up or down, 20228158 is expected to follow.
One Month Beta |Analyze 20228158 Demand Trend
Check current 30 days 20228158 correlation with market (DOW)
β = 0.9404
20228158 llmost one Beta20228158 Beta Legend

20228158 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.

20228158 Projected Return Density Against Market

Assuming 30 trading days horizon, 20228158 has beta of 0.9404 . This suggests 20228158 market returns are very sensitive to returns on the market. As the market benchmark goes up or down, 20228158 is expected to follow. Moreover, 20228158 has an alpha of 0.4581 implying that it can potentially generate 0.4581% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.46
β
Beta against DOW=0.94
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

20228158 Return Volatility

20228158 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

20228158 Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than 20228158. 0% of all equities and portfolios are less risky than 20228158. Compared to the overall equity markets, volatility of historical daily returns of 20228158 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 20228158 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 20228158 to be traded at £0.0 in 30 days. 20228158 returns are very sensitive to returns on the market. As market goes up or down, 20228158 is expected to follow.

20228158 correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding 20228158 and equity matching DJI index in the same portfolio.

20228158 Volatility Indicators

20228158 Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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