25808528 (Ireland) Risk Analysis And Volatility Evaluation

25808528 -- Ireland ETF  

EUR 11.11  0.67  5.69%

Our way in which we are foreseeing volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 25808528 which you can use to evaluate future volatility of the entity. Please confirm 25808528 Standard Deviation of 4.14, Market Risk Adjusted Performance of 20.81 and Coefficient Of Variation of 5134.68 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

25808528 Market Sensitivity

As returns on market increase, 25808528 returns are expected to increase less than the market. However during bear market, the loss on holding 25808528 will be expected to be smaller as well.
2 Months Beta |Analyze 25808528 Demand Trend
Check current 30 days 25808528 correlation with market (DOW)
β = 0.0034

25808528 Central Daily Price Deviation

25808528 Technical Analysis

Transformation
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25808528 Projected Return Density Against Market

Assuming 30 trading days horizon, 25808528 has beta of 0.0034 . This suggests as returns on market go up, 25808528 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 25808528 will be expected to be much smaller as well. Moreover, 25808528 has an alpha of 0.0713 implying that it can potentially generate 0.0713% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0034
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

25808528 Return Volatility

25808528 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

25808528 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than 25808528. 0% of all equities and portfolios are less risky than 25808528. Compared to the overall equity markets, volatility of historical daily returns of 25808528 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

25808528 Volatility Indicators

25808528 Current Risk Indicators

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