25281943 (Ireland) Risk Analysis And Volatility Evaluation

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 Standard Deviation of 0.6243, Market Risk Adjusted Performance of 103.72 and Coefficient Of Variation of (316.23) 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 = -0.002

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 -0.002 . 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, 25281943 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
=0.21
β
Beta against DOW=0.002
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

25281943 Return Volatility

25281943 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

25281943 Investment Opportunity

DOW has a standard deviation of returns of 1.31 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.

25281943 Volatility Indicators

25281943 Current Risk Indicators

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