ALPHANATICS CHFUR (Ireland) Risk Analysis And Volatility Evaluation

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 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 Technical Analysis

Transformation
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ALPHANATICS CHFUR Projected Return Density Against Market

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

ALPHANATICS CHFUR Return Volatility

ALPHANATICS CHFUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% 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 0.45 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.

ALPHANATICS CHFUR Volatility Indicators

ALPHANATICS CHFUR Current Risk Indicators

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