27821564 (Ireland) Risk Analysis And Volatility

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 27821564 which you can use to evaluate future volatility of the entity. Please confirm 27821564 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

27821564 Technical Analysis

Transformation
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27821564 Projected Return Density Against Market

Assuming 30 trading days horizon, 27821564 has beta of 0.0 . This suggests the returns on DOW and 27821564 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of 27821564 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of 27821564 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

27821564 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

27821564 Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than 27821564. 0% of all equities and portfolios are less risky than 27821564. Compared to the overall equity markets, volatility of historical daily returns of 27821564 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

27821564 Current Risk Indicators

27821564 Suggested Diversification Pairs

See 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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