21744563 (Ireland) Risk Analysis And Volatility

Our way in which we are foreseeing 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 21744563 which you can use to evaluate future volatility of the entity. Please confirm 21744563 Coefficient Of Variation of 1218.52, Market Risk Adjusted Performance of (3.26) and Standard Deviation of 1.16 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

21744563 Market Sensitivity

As returns on market increase, returns on owning 21744563 are expected to decrease at a much smaller rate. During bear market, 21744563 is likely to outperform the market.
2 Months Beta |Analyze 21744563 Demand Trend
Check current 30 days 21744563 correlation with market (DOW)
β = -0.0261

21744563 Central Daily Price Deviation

21744563 Technical Analysis

Transformation
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21744563 Projected Return Density Against Market

Assuming 30 trading days horizon, 21744563 has beta of -0.0261 . This suggests as returns on benchmark increase, returns on holding 21744563 are expected to decrease at a much smaller rate. During bear market, however, 21744563 is likely to outperform the market. Moreover, The company has an alpha of 0.0915 implying that it can potentially generate 0.0915% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.03
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

21744563 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

21744563 Investment Opportunity

DOW has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than 21744563. 0% of all equities and portfolios are less risky than 21744563. Compared to the overall equity markets, volatility of historical daily returns of 21744563 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 21744563 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 21744563 to be traded at €0.0 in 30 days. . As returns on market increase, returns on owning 21744563 are expected to decrease at a much smaller rate. During bear market, 21744563 is likely to outperform the market.

21744563 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 21744563 and equity matching DJI index in the same portfolio.

21744563 Volatility Indicators

21744563 Current Risk Indicators

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