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 company 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 3.69, Market Risk Adjusted Performance of 0.6807 and Coefficient Of Variation of 917.2 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

20228158 Market Sensitivity

As returns on market increase, 20228158 returns are expected to increase less than the market. However during bear market, the loss on holding 20228158 will be expected to be smaller as well.
One Month Beta |Analyze 20228158 Demand Trend
Check current 30 days 20228158 correlation with market (DOW)
β = 0.5845
20228158 Small 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, 20228158 has beta of 0.5845 . This suggests as returns on market go up, 20228158 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 20228158 will be expected to be much smaller as well. Moreover, 20228158 has an alpha of 0.3337 implying that it can potentially generate 0.3337% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.33
β
Beta against DOW=0.58
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

Actual Return Volatility

20228158 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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Investment Outlook

20228158 Investment Opportunity
DOW has a standard deviation of returns of 0.55 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. As returns on market increase, 20228158 returns are expected to increase less than the market. However during bear market, the loss on holding 20228158 will be expected to be smaller as well.

20228158 correlation with market

Significant 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.
Check also Trending Equities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.