KAM EQ (Ireland) Risk Analysis And Volatility

26304813 -- Ireland Fund  

USD 9.39  0.10  1.05%

Our way of estimating 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 KAM EQ which you can use to evaluate future volatility of the entity. Please verify KAM EQ MAR USD C AC Mean Deviation of 0.5236 and Market Risk Adjusted Performance of 1.06 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KAM EQ Market Sensitivity

As returns on market increase, returns on owning KAM EQ are expected to decrease at a much smaller rate. During bear market, KAM EQ is likely to outperform the market.
2 Months Beta |Analyze KAM EQ MAR Demand Trend
Check current 30 days KAM EQ correlation with market (DOW)
β = -0.0987

KAM EQ Central Daily Price Deviation

KAM EQ MAR Technical Analysis

Transformation
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KAM EQ Projected Return Density Against Market

Assuming 30 trading days horizon, KAM EQ MAR USD C AC has beta of -0.0987 . This suggests as returns on benchmark increase, returns on holding KAM EQ are expected to decrease at a much smaller rate. During bear market, however, KAM EQ MAR USD C AC 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. KAM EQ MAR is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.23

KAM EQ Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6959% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KAM EQ Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than KAM EQ MAR USD C AC. 0% of all equities and portfolios are less risky than KAM EQ. Compared to the overall equity markets, volatility of historical daily returns of KAM EQ MAR USD C AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KAM EQ MAR USD C AC to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of KAM EQ to be traded at $9.11 in 30 days. . As returns on market increase, returns on owning KAM EQ are expected to decrease at a much smaller rate. During bear market, KAM EQ is likely to outperform the market.

KAM EQ correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding KAM EQ MAR USD C AC and equity matching DJI index in the same portfolio.

KAM EQ Volatility Indicators

KAM EQ MAR USD C AC Current Risk Indicators

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