25281943 (Ireland) Risk Analysis And Volatility

25281943 -- Ireland Fund  

EUR 11.42  0.23  1.97%

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 25281943 which you can use to evaluate future volatility of the entity. Please confirm 25281943 Market Risk Adjusted Performance of 1.05, Coefficient Of Variation of (346.41) and Standard Deviation of 0.5699 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

25281943 Market Sensitivity

As returns on market increase, returns on owning 25281943 are expected to decrease at a much smaller rate. During bear market, 25281943 is likely to outperform the market.
2 Months Beta |Analyze 25281943 Demand Trend
Check current 30 days 25281943 correlation with market (DOW)
β = -0.1685

25281943 Central Daily Price Deviation

25281943 Technical Analysis

Transformation
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25281943 Projected Return Density Against Market

Assuming 30 trading days horizon, 25281943 has beta of -0.1685 . This suggests as returns on benchmark increase, returns on holding 25281943 are expected to decrease at a much smaller rate. During bear market, however, 25281943 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 25281943 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.16
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.47

25281943 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6921% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Technical Analysis

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Investment Outlook

25281943 Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 25281943. 0% of all equities and portfolios are less risky than 25281943. Compared to the overall equity markets, volatility of historical daily returns of 25281943 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 25281943 to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of 25281943 to be traded at €11.08 in 30 days. . As returns on market increase, returns on owning 25281943 are expected to decrease at a much smaller rate. During bear market, 25281943 is likely to outperform the market.

25281943 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 25281943 and equity matching DJI index in the same portfolio.

25281943 Volatility Indicators

25281943 Current Risk Indicators

Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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