25808528 (Ireland) Risk Analysis And Volatility Evaluation

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 3.98, Market Risk Adjusted Performance of 0.5611 and Coefficient Of Variation of 1,366 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, returns on owning 25808528 are expected to decrease at a much smaller rate. During bear market, 25808528 is likely to outperform the market.
One Month Beta |Analyze 25808528 Demand Trend
Check current 30 days 25808528 correlation with market (DOW)
β = -0.5465
25808528 Almost negative beta25808528 Beta Legend

25808528 Technical Analysis

Transformation
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25808528 Projected Return Density Against Market

Assuming 30 trading days horizon, 25808528 has beta of -0.5465 . This suggests as returns on benchmark increase, returns on holding 25808528 are expected to decrease at a much smaller rate. During bear market, however, 25808528 is likely to outperform the market. Additionally, 25808528 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
=0.4
β
Beta against DOW=0.55
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

25808528 Return Volatility

25808528 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% 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 1.06 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. Use 25808528 to protect against small markets fluctuations. The etf experiences very speculative upward sentiment.. Check odds of 25808528 to be traded at €0.0 in 30 days. As returns on market increase, returns on owning 25808528 are expected to decrease at a much smaller rate. During bear market, 25808528 is likely to outperform the market.

25808528 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 25808528 and equity matching DJI index in the same portfolio.

25808528 Volatility Indicators

25808528 Current Risk Indicators

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