20590166 (Ireland) Risk Analysis And Volatility

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 fund specific technical indicators that cannot be diversified away. We have found twenty technical indicators for 20590166 which you can use to evaluate future volatility of the entity. Please confirm 20590166 Standard Deviation of 1.67 and Coefficient Of Variation of 2062.91 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

20590166 Technical Analysis

Transformation
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20590166 Projected Return Density Against Market

Assuming 30 trading days horizon, 20590166 has beta of 0.0 . This suggests the returns on DOW and 20590166 do not appear to be sensitive. Furthermore, It does not look like the company 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

20590166 Return Volatility

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

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.

20590166 Current Risk Indicators

20590166 Suggested Diversification Pairs

Check also Trending Equities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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