20944394 (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 fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 20944394 which you can use to evaluate future volatility of the entity. Please confirm 20944394 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

20944394 Technical Analysis

Transformation
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20944394 Projected Return Density Against Market

Assuming 30 trading days horizon, 20944394 has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and 20944394 are completely uncorrelated. Furthermore, 20944394It does not look like 20944394 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

20944394 Return Volatility

20944394 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Fundamental Analysis

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Investment Outlook

20944394 Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than 20944394. 0% of all equities and portfolios are less risky than 20944394. Compared to the overall equity markets, volatility of historical daily returns of 20944394 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

20944394 Volatility Indicators

20944394 Current Risk Indicators

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