20228158 (Ireland) Risk Analysis And Volatility

20228158 -- Ireland Fund  

GBP 1.33  0.07  0.05%

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 Market Risk Adjusted Performance of (0.43), Standard Deviation of 3.9 and Coefficient Of Variation of 1387.06 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

As returns on market increase, returns on owning 20228158 are expected to decrease at a much smaller rate. During bear market, 20228158 is likely to outperform the market.
2 Months Beta |Analyze 20228158 Demand Trend
Check current 30 days 20228158 correlation with market (DOW)
β = -0.6187

20228158 Central Daily Price Deviation

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 -0.6187 . This suggests as returns on benchmark increase, returns on holding 20228158 are expected to decrease at a much smaller rate. During bear market, however, 20228158 is likely to outperform the market. Moreover, The company has an alpha of 0.2358 implying that it can potentially generate 0.2358% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.62
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

20228158 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% 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 2.0 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 enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 20228158 to be traded at £1.3965 in 30 days. . As returns on market increase, returns on owning 20228158 are expected to decrease at a much smaller rate. During bear market, 20228158 is likely to outperform the market.

20228158 correlation with market

correlation synergy
Very good 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.
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