25282117 (Ireland) Risk Analysis And Volatility Evaluation

25282117 -- Ireland Fund  

CAD 7.95  0.38  4.56%

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 25282117 which you can use to evaluate future volatility of the entity. Please confirm 25282117 Standard Deviation of 3.89, Market Risk Adjusted Performance of 1.06 and Coefficient Of Variation of 754.55 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

25282117 Market Sensitivity

As returns on market increase, returns on owning 25282117 are expected to decrease at a much smaller rate. During bear market, 25282117 is likely to outperform the market.
One Month Beta |Analyze 25282117 Demand Trend
Check current 30 days 25282117 correlation with market (DOW)
β = -0.4997
25282117 Almost negative beta25282117 Beta Legend

25282117 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

25282117 Projected Return Density Against Market

Assuming 30 trading days horizon, 25282117 has beta of -0.4997 . This suggests as returns on benchmark increase, returns on holding 25282117 are expected to decrease at a much smaller rate. During bear market, however, 25282117 is likely to outperform the market. Additionally, 25282117 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
=0.58
β
Beta against DOW=0.5
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

25282117 Return Volatility

25282117 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

25282117 Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than 25282117. 0% of all equities and portfolios are less risky than 25282117. Compared to the overall equity markets, volatility of historical daily returns of 25282117 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 25282117 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 25282117 to be traded at C$7.55 in 30 days. As returns on market increase, returns on owning 25282117 are expected to decrease at a much smaller rate. During bear market, 25282117 is likely to outperform the market.

25282117 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 25282117 and equity matching DJI index in the same portfolio.

25282117 Volatility Indicators

25282117 Current Risk Indicators

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