SEI EM (Ireland) Risk Analysis And Volatility Evaluation

Our approach towards measuring 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 SEI EM H GBP INS DI which you can use to evaluate future volatility of the fund. Please validate SEI EM to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SEI EM H Technical Analysis

Transformation
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SEI EM Projected Return Density Against Market

Assuming 30 trading days horizon, SEI EM has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and SEI EM are completely uncorrelated. Furthermore, SEI EM H GBP INS DIIt does not look like SEI EM 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

SEI EM Return Volatility

SEI EM H GBP INS DI accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3014% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Fundamentals Matrix

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Investment Outlook

SEI EM Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than SEI EM H GBP INS DI. 0% of all equities and portfolios are less risky than SEI EM. Compared to the overall equity markets, volatility of historical daily returns of SEI EM H GBP INS DI is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SEI EM Volatility Indicators

SEI EM H GBP INS DI Current Risk Indicators

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