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 company 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 0.1017 and Market Risk Adjusted Performance of 0.42 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

VAN US Market Sensitivity

As returns on market increase, returns on owning VAN US are expected to decrease by larger amounts. On the other hand, during market turmoil, VAN US is expected to significantly outperform it.
One Month Beta |Analyze VAN US USD Demand Trend
Check current 30 days VAN US correlation with market (DOW)
β = -2.2107
VAN US Large Negative BetaVAN US USD Beta Legend

VAN US USD Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, VAN US USD INV ACC has beta of -2.2107 . This suggests as returns on its benchmark rise, returns on holding VAN US USD INV ACC are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, VAN US is expected to outperform its benchmark. In addition to that, VAN US USD INV ACC has an alpha of 1.2413 implying that it can potentially generate 1.2413% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.24
β
Beta against DOW=2.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Actual Return Volatility

VAN US USD INV ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6284% 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 0.63 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 returns on market increase, returns on owning VAN US are expected to decrease by larger amounts. On the other hand, during market turmoil, VAN US is expected to significantly outperform it.

VAN US correlation with market

Very good 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.
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