BRW US (Ireland) Risk Analysis And Volatility Evaluation

23564676 -- Ireland Fund  

USD 9.44  0.82  7.99%

Our approach 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 BRW US SML USD A AC which you can use to evaluate future volatility of the entity. Please confirm BRW US SML Risk Adjusted Performance of 0.0197 and Mean Deviation of 3.79 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BRW US Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, BRW US will likely underperform.
One Month Beta |Analyze BRW US SML Demand Trend
Check current 30 days BRW US correlation with market (DOW)
β = 3.104
BRW US Large BetaBRW US SML Beta Legend

BRW US SML 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.

BRW US Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 3.104 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, BRW US will likely underperform. Additionally, BRW US SML USD A AC has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.14
β
Beta against DOW=3.10
σ
Overall volatility
=0.00
Ir
Information ratio =0.0092

BRW US Return Volatility

BRW US SML USD A AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BRW US Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than BRW US SML USD A AC. 0% of all equities and portfolios are less risky than BRW US. Compared to the overall equity markets, volatility of historical daily returns of BRW US SML USD A AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BRW US SML USD A AC to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of BRW US to be traded at $8.97 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, BRW US will likely underperform.

BRW US correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BRW US SML USD A AC and equity matching DJI index in the same portfolio.

BRW US Volatility Indicators

BRW US SML USD A AC Current Risk Indicators

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