2116411 (Ireland) Risk Analysis And Volatility

2116411 -- Ireland Fund  

CHF 127.79  5.56  4.17%

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 2116411 which you can use to evaluate future volatility of the entity. Please confirm 2116411 Coefficient Of Variation of 1358.34, Standard Deviation of 1.46 and Market Risk Adjusted Performance of 1.55 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

2116411 Market Sensitivity

As returns on market increase, 2116411 returns are expected to increase less than the market. However during bear market, the loss on holding 2116411 will be expected to be smaller as well.
2 Months Beta |Analyze 2116411 Demand Trend
Check current 30 days 2116411 correlation with market (DOW)
β = 0.0631

2116411 Central Daily Price Deviation

2116411 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.

2116411 Projected Return Density Against Market

Assuming 30 trading days horizon, 2116411 has beta of 0.0631 . This suggests as returns on market go up, 2116411 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 2116411 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0926 implying that it can potentially generate 0.0926% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.0178

2116411 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

2116411 Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than 2116411. 0% of all equities and portfolios are less risky than 2116411. Compared to the overall equity markets, volatility of historical daily returns of 2116411 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 2116411 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 2116411 to be traded at ₣121.4 in 30 days. . As returns on market increase, 2116411 returns are expected to increase less than the market. However during bear market, the loss on holding 2116411 will be expected to be smaller as well.

2116411 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 2116411 and equity matching DJI index in the same portfolio.

2116411 Volatility Indicators

2116411 Current Risk Indicators

Check also Trending Equities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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