NB EM (Ireland) Risk Analysis And Volatility Evaluation

24993596 -- Ireland Fund  

USD 7.68  0.63  7.58%

Our way in which we are estimating 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 NB EM which you can use to evaluate future volatility of the entity. Please verify NB EM LOC USD I2 AC Standard Deviation of 1.8, Market Risk Adjusted Performance of 7.97 and Mean Deviation of 1.15 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

NB EM Market Sensitivity

As returns on market increase, NB EM returns are expected to increase less than the market. However during bear market, the loss on holding NB EM will be expected to be smaller as well.
One Month Beta |Analyze NB EM LOC Demand Trend
Check current 30 days NB EM correlation with market (DOW)
β = 0.0899
NB EM Small BetaNB EM LOC Beta Legend

NB EM LOC Technical Analysis

Transformation
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NB EM Projected Return Density Against Market

Assuming 30 trading days horizon, NB EM has beta of 0.0899 . This suggests as returns on market go up, NB EM average returns are expected to increase less than the benchmark. However during bear market, the loss on holding NB EM LOC USD I2 AC will be expected to be much smaller as well. Additionally, NB EM LOC USD I2 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
=0.71
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.36

NB EM Return Volatility

NB EM LOC USD I2 AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

NB EM Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than NB EM LOC USD I2 AC. 0% of all equities and portfolios are less risky than NB EM. Compared to the overall equity markets, volatility of historical daily returns of NB EM LOC USD I2 AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use NB EM LOC USD I2 AC to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of NB EM to be traded at $7.3 in 30 days. As returns on market increase, NB EM returns are expected to increase less than the market. However during bear market, the loss on holding NB EM will be expected to be smaller as well.

NB EM correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding NB EM LOC USD I2 AC and equity matching DJI index in the same portfolio.

NB EM Volatility Indicators

NB EM LOC USD I2 AC Current Risk Indicators

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