28052695 (Ireland) Risk Analysis And Volatility Evaluation

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 28052695 which you can use to evaluate future volatility of the entity. Please confirm 28052695 Standard Deviation of 0.2237, Market Risk Adjusted Performance of 4.55 and Coefficient Of Variation of 1,288 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

28052695 Market Sensitivity

As returns on market increase, 28052695 returns are expected to increase less than the market. However during bear market, the loss on holding 28052695 will be expected to be smaller as well.
One Month Beta |Analyze 28052695 Demand Trend
Check current 30 days 28052695 correlation with market (DOW)
β = 0.006

28052695 Central Daily Price Deviation

28052695 Technical Analysis

Transformation
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28052695 Projected Return Density Against Market

Assuming 30 trading days horizon, 28052695 has beta of 0.006 . This suggests as returns on market go up, 28052695 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 28052695 will be expected to be much smaller as well. Additionally, 28052695 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
=0.03
β
Beta against DOW=0.006
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

28052695 Return Volatility

28052695 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

28052695 Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than 28052695. 0% of all equities and portfolios are less risky than 28052695. Compared to the overall equity markets, volatility of historical daily returns of 28052695 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28052695 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 28052695 to be traded at £0.0 in 30 days. As returns on market increase, 28052695 returns are expected to increase less than the market. However during bear market, the loss on holding 28052695 will be expected to be smaller as well.

28052695 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 28052695 and equity matching DJI index in the same portfolio.

28052695 Volatility Indicators

28052695 Current Risk Indicators

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