SAN NOR (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 SAN NOR AM USD A AC which you can use to evaluate future volatility of the entity. Please validate SAN NOR to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SAN NOR AM Technical Analysis

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.

SAN NOR Projected Return Density Against Market

Assuming 30 trading days horizon, SAN NOR has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and SAN NOR are completely uncorrelated. Furthermore, SAN NOR AM USD A ACIt does not look like SAN NOR alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

SAN NOR Return Volatility

SAN NOR AM USD A AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Technical Analysis

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Investment Outlook

SAN NOR Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than SAN NOR AM USD A AC. 0% of all equities and portfolios are less risky than SAN NOR. Compared to the overall equity markets, volatility of historical daily returns of SAN NOR AM USD A AC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SAN NOR Volatility Indicators

SAN NOR AM USD A AC Current Risk Indicators

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