28215148 (Ireland) Risk Analysis And Volatility Evaluation

28215148 -- Ireland Fund  

USD 2,414  8.45  0.35%

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 28215148 which you can use to evaluate future volatility of the entity. Please confirm 28215148 Standard Deviation of 0.1059, Market Risk Adjusted Performance of (73.11) and Coefficient Of Variation of 331.66 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

28215148 Market Sensitivity

As returns on market increase, returns on owning 28215148 are expected to decrease at a much smaller rate. During bear market, 28215148 is likely to outperform the market.
2 Months Beta |Analyze 28215148 Demand Trend
Check current 30 days 28215148 correlation with market (DOW)
β = -3.0E-4

28215148 Central Daily Price Deviation

28215148 Technical Analysis

Transformation
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28215148 Projected Return Density Against Market

Assuming 30 trading days horizon, 28215148 has beta of -3.0E-4 . This suggests as returns on benchmark increase, returns on holding 28215148 are expected to decrease at a much smaller rate. During bear market, however, 28215148 is likely to outperform the market. Moreover, 28215148 has an alpha of 0.0219 implying that it can potentially generate 0.0219% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0219
β
Beta against DOW=0.0003
σ
Overall volatility
=0.00
Ir
Information ratio =1.77

28215148 Return Volatility

28215148 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
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Investment Outlook

28215148 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than 28215148. 0% of all equities and portfolios are less risky than 28215148. Compared to the overall equity markets, volatility of historical daily returns of 28215148 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

28215148 Volatility Indicators

28215148 Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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