21875068 (Ireland) Risk Analysis And Volatility Evaluation

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 21875068 which you can use to evaluate future volatility of the entity. Please confirm 21875068 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

21875068 Technical Analysis

Transformation
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21875068 Projected Return Density Against Market

Assuming 30 trading days horizon, 21875068 has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and 21875068 are completely uncorrelated. Furthermore, 21875068It does not look like 21875068 alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

21875068 Return Volatility

21875068 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

21875068 Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than 21875068. 0% of all equities and portfolios are less risky than 21875068. Compared to the overall equity markets, volatility of historical daily returns of 21875068 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

21875068 Volatility Indicators

21875068 Current Risk Indicators

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