VAN US (Ireland) Risk Analysis And Volatility Evaluation

2151915 -- Ireland Fund  

USD 165.00  14.75  9.82%

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 Risk Adjusted Performance of 0.021 and Market Risk Adjusted Performance of 0.0299 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VAN US will likely underperform.
One Month Beta |Analyze VAN US USD Demand Trend
Check current 30 days VAN US correlation with market (DOW)
β = 8.7655
VAN US Large BetaVAN US USD Beta Legend

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, the fund has beta coefficient of 8.7655 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, VAN US will likely underperform. Additionally, VAN US USD INV ACC has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.63
β
Beta against DOW=8.77
σ
Overall volatility
=0.00
Ir
Information ratio =0.0132

VAN US Return Volatility

VAN US USD INV ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% 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 0.39 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. Use VAN US USD INV ACC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of VAN US to be traded at $206.25 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VAN US will likely underperform.

VAN US correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding VAN US USD INV ACC and equity matching DJI index in the same portfolio.

VAN US Volatility Indicators

VAN US USD INV ACC Current Risk Indicators

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