28052695 (Ireland) Risk Analysis And Volatility Evaluation

28052695 -- Ireland Fund  

GBP 10.01  0.03  0.30%

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 0.221, Market Risk Adjusted Performance of 0.0782 and Coefficient Of Variation of 98776.64 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, returns on owning 28052695 are expected to decrease at a much smaller rate. During bear market, 28052695 is likely to outperform the market.
One Month Beta |Analyze 28052695 Demand Trend
Check current 30 days 28052695 correlation with market (DOW)
β = -0.1434
28052695 Almost negative beta28052695 Beta Legend

28052695 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

28052695 Projected Return Density Against Market

Assuming 30 trading days horizon, 28052695 has beta of -0.1434 . This suggests as returns on benchmark increase, returns on holding 28052695 are expected to decrease at a much smaller rate. During bear market, however, 28052695 is likely to outperform the market. Moreover, 28052695 has an alpha of 0.014 implying that it can potentially generate 0.014% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.014
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.8

28052695 Return Volatility

28052695 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% 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 0.45 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 normal downward trend and little activity. Check odds of 28052695 to be traded at £9.91 in 30 days. As returns on market increase, returns on owning 28052695 are expected to decrease at a much smaller rate. During bear market, 28052695 is likely to outperform the market.

28052695 correlation with market

Very good 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

Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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