KAM EQ (Ireland) Risk Analysis And Volatility Evaluation

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 Market Risk Adjusted Performance of 0.5036 and Mean Deviation of 0.5704 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.
One Month Beta |Analyze KAM EQ MAR Demand Trend
Check current 30 days KAM EQ correlation with market (DOW)
β = -0.2292
KAM EQ Almost negative betaKAM EQ MAR Beta Legend

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 -0.2292 . 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, KAM EQ MAR USD C AC 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
=0.15
β
Beta against DOW=0.23
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

KAM EQ Return Volatility

KAM EQ MAR USD C AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% 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 1.06 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 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

Very 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

Check also Trending Equities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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