24985985 (Ireland) Risk Analysis And Volatility Evaluation

24985985 -- Ireland Fund  

USD 116.59  57.37  96.88%

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 24985985 which you can use to evaluate future volatility of the entity. Please confirm 24985985 Standard Deviation of 55.95, Market Risk Adjusted Performance of 6.13 and Coefficient Of Variation of 326.53 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

24985985 Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 24985985 will likely underperform.
2 Months Beta |Analyze 24985985 Demand Trend
Check current 30 days 24985985 correlation with market (DOW)
β = 2.7995

24985985 Central Daily Price Deviation

24985985 Technical Analysis

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.

24985985 Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 2.7995 . 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, 24985985 will likely underperform. In addition to that, 24985985 has an alpha of 17.6364 implying that it can potentially generate 17.6364% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Alpha over DOW
Beta against DOW=2.80
Overall volatility
Information ratio =0.31

24985985 Return Volatility

24985985 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

24985985 Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than 24985985. 0% of all equities and portfolios are less risky than 24985985. Compared to the overall equity markets, volatility of historical daily returns of 24985985 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 24985985 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 24985985 to be traded at $145.74 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 24985985 will likely underperform.

24985985 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 24985985 and equity matching DJI index in the same portfolio.

24985985 Volatility Indicators

24985985 Current Risk Indicators

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