VAN US (Ireland) Risk Analysis And Volatility Evaluation

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 0.041365 and Market Risk Adjusted Performance of 0.52 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, VAN US returns are expected to increase less than the market. However during bear market, the loss on holding VAN US will be expected to be smaller as well.
One Month Beta |Analyze VAN US USD Demand Trend
Check current 30 days VAN US correlation with market (DOW)
β = 0.4836

VAN US Central Daily Price Deviation

VAN US USD Technical Analysis

Transformation
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VAN US Projected Return Density Against Market

Assuming 30 trading days horizon, VAN US has beta of 0.4836 . This suggests as returns on market go up, VAN US average returns are expected to increase less than the benchmark. However during bear market, the loss on holding VAN US USD INV ACC will be expected to be much smaller as well. 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
=0.22
β
Beta against DOW=0.48
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

VAN US Return Volatility

VAN US USD INV ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Volatility Analysis

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Investment Outlook

VAN US Investment Opportunity

DOW has a standard deviation of returns of 1.2 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 protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of VAN US to be traded at $0.0 in 30 days. As returns on market increase, VAN US returns are expected to increase less than the market. However during bear market, the loss on holding VAN US will be expected to be smaller as well.

VAN US correlation with market

correlation synergy
Average 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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