25159769 (Ireland) Risk Analysis And Volatility Evaluation

25159769 -- Ireland Fund  

EUR 0.93  0.11  10.58%

Macroaxis considers 25159769 to be unknown risk. 25159769 retains Efficiency (Sharpe Ratio) of -0.5774 which signifies that 25159769 had -0.5774% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. 25159769 exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm 25159769 Standard Deviation of 6.28, Market Risk Adjusted Performance of 0.74 and Coefficient Of Variation of 673.39 to double-check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

25159769 Market Sensitivity

As returns on market increase, returns on owning 25159769 are expected to decrease by larger amounts. On the other hand, during market turmoil, 25159769 is expected to significantly outperform it.
One Month Beta |Analyze 25159769 Demand Trend
Check current 30 days 25159769 correlation with market (DOW)
β = -1.2912
25159769 Large Negative Beta25159769 Beta Legend

25159769 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, 25159769 has beta of -1.2912 . This suggests as returns on its benchmark rise, returns on holding 25159769 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 25159769 is expected to outperform its benchmark. Additionally, 25159769 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 
Assuming 30 trading days horizon, the coefficient of variation of 25159769 is -173.21. The daily returns are destributed with a variance of 37.29 and standard deviation of 6.11. The mean deviation of 25159769 is currently at 4.7. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.82
β
Beta against DOW=1.29
σ
Overall volatility
=6.11
Ir
Information ratio =0.17

Actual Return Volatility

25159769 accepts 6.1066% volatility on return distribution over the 30 days horizon. DOW inherits 0.5804% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

25159769 Investment Opportunity
25159769 has a volatility of 6.11 and is 10.53 times more volatile than DOW. 56% of all equities and portfolios are less risky than 25159769. Compared to the overall equity markets, volatility of historical daily returns of 25159769 is higher than 56 (%) of all global equities and portfolios over the last 30 days. Use 25159769 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 25159769 to be traded at €0.8835 in 30 days. As returns on market increase, returns on owning 25159769 are expected to decrease by larger amounts. On the other hand, during market turmoil, 25159769 is expected to significantly outperform it.

25159769 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 25159769 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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