ALPHANATICS CHFUR (Ireland) Risk Analysis And Volatility

2338346 -- Ireland Fund  

CHF 132.24  1.44  1.10%

Our philosophy towards 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 ALPHANATICS CHFUR which you can use to evaluate future volatility of the entity. Please confirm ALPHANATICS CHFUR Mean Deviation of 0.2499 and Risk Adjusted Performance of (0.001144) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

ALPHANATICS CHFUR Market Sensitivity

As returns on market increase, ALPHANATICS CHFUR returns are expected to increase less than the market. However during bear market, the loss on holding ALPHANATICS CHFUR will be expected to be smaller as well.
2 Months Beta |Analyze ALPHANATICS CHFUR Demand Trend
Check current 30 days ALPHANATICS CHFUR correlation with market (DOW)
β = 0.0671

ALPHANATICS CHFUR Central Daily Price Deviation

ALPHANATICS CHFUR Technical Analysis

Transformation
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.

ALPHANATICS CHFUR Projected Return Density Against Market

Assuming 30 trading days horizon, ALPHANATICS CHFUR has beta of 0.0671 . This suggests as returns on market go up, ALPHANATICS CHFUR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ALPHANATICS CHFUR will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. ALPHANATICS CHFUR is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.32

ALPHANATICS CHFUR Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6896% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

ALPHANATICS CHFUR Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than ALPHANATICS CHFUR. 0% of all equities and portfolios are less risky than ALPHANATICS CHFUR. Compared to the overall equity markets, volatility of historical daily returns of ALPHANATICS CHFUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ALPHANATICS CHFUR to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of ALPHANATICS CHFUR to be traded at ₣145.46 in 30 days. . As returns on market increase, ALPHANATICS CHFUR returns are expected to increase less than the market. However during bear market, the loss on holding ALPHANATICS CHFUR will be expected to be smaller as well.

ALPHANATICS CHFUR correlation with market

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

ALPHANATICS CHFUR Volatility Indicators

ALPHANATICS CHFUR Current Risk Indicators

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