VAN US (Ireland) Risk Analysis And Volatility

Our approach into 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 VAN US USD INV ACC which you can use to evaluate future volatility of the entity. Please validate VAN US Market Risk Adjusted Performance of (18.40), Downside Deviation of 9.79 and Risk Adjusted Performance of 0.0627 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

VAN US Market Sensitivity

As returns on market increase, returns on owning VAN US are expected to decrease at a much smaller rate. During bear market, VAN US is likely to outperform the market.
2 Months Beta |Analyze VAN US USD Demand Trend
Check current 30 days VAN US correlation with market (DOW)
β = -0.0109

VAN US Central Daily Price Deviation

VAN US USD 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.

VAN US Projected Return Density Against Market

Assuming 30 trading days horizon, VAN US USD INV ACC has beta of -0.0109 . This suggests as returns on benchmark increase, returns on holding VAN US are expected to decrease at a much smaller rate. During bear market, however, VAN US USD INV ACC is likely to outperform the market. Moreover, The company has an alpha of 0.2032 implying that it can potentially generate 0.2032% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.20
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.0057

VAN US Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6372% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

VAN US Investment Opportunity

DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than VAN US USD INV ACC. 0% of all equities and portfolios are less risky than VAN US. Compared to the overall equity markets, volatility of historical daily returns of VAN US USD INV ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

VAN US Volatility Indicators

VAN US USD INV ACC Current Risk Indicators

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