25159769 (Ireland) Risk Analysis And Volatility

25159769 -- Ireland Fund  

EUR 0.93  0.11  10.47%

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 25159769 which you can use to evaluate future volatility of the entity. Please confirm 25159769 Coefficient Of Variation of (2,817), Market Risk Adjusted Performance of 0.0957 and Standard Deviation of 7.47 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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.
2 Months Beta |Analyze 25159769 Demand Trend
Check current 30 days 25159769 correlation with market (DOW)
β = -3.2121

25159769 Central Daily Price Deviation

25159769 Technical Analysis

Transformation
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25159769 Projected Return Density Against Market

Assuming 30 trading days horizon, 25159769 has beta of -3.2121 . 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. Moreover, The company has an alpha of 0.0254 implying that it can potentially generate 0.0254% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0254
β
Beta against DOW=3.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.05

25159769 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Volatility Analysis

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Investment Outlook

25159769 Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than 25159769. 0% of all equities and portfolios are less risky than 25159769. Compared to the overall equity markets, volatility of historical daily returns of 25159769 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 25159769 to protect your portfolios 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

correlation synergy
Very 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.

25159769 Volatility Indicators

25159769 Current Risk Indicators

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