20590166 (Ireland) Risk Analysis And Volatility Evaluation

20590166 -- Ireland Fund  

EUR 11.65  0.31  2.73%

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 20590166 which you can use to evaluate future volatility of the entity. Please confirm 20590166 Standard Deviation of 1.55 and Coefficient Of Variation of 1158.45 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

20590166 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, 20590166 has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and 20590166 are completely uncorrelated. Furthermore, 20590166It does not look like 20590166 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

20590166 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Correlation Analysis Now
   

Correlation Analysis

Reduce portfolio risk simply by holding instruments which are not perfectly correlated
All  Next Launch Correlation Analysis

Investment Outlook

20590166 Investment Opportunity
20590166 has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than 20590166. Compared to the overall equity markets, volatility of historical daily returns of 20590166 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

20590166 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.