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 0.7131 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, 28215148 returns are expected to increase less than the market. However during bear market, the loss on holding 28215148 will be expected to be smaller as well.
One Month Beta |Analyze 28215148 Demand Trend
Check current 30 days 28215148 correlation with market (DOW)
β = 0.0312
28215148 Small Beta28215148 Beta Legend

28215148 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.

28215148 Projected Return Density Against Market

Assuming 30 trading days horizon, 28215148 has beta of 0.0312 . This suggests as returns on market go up, 28215148 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 28215148 will be expected to be much smaller as well. Moreover, 28215148 has an alpha of 0.0273 implying that it can potentially generate 0.0273% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0273
β
Beta against DOW=0.0312
σ
Overall volatility
=0.00
Ir
Information ratio =1.84

28215148 Return Volatility

28215148 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0379% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

28215148 Investment Opportunity

DOW has a standard deviation of returns of 1.04 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. Use 28215148 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 28215148 to be traded at $2534.45 in 30 days. As returns on market increase, 28215148 returns are expected to increase less than the market. However during bear market, the loss on holding 28215148 will be expected to be smaller as well.

28215148 correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 28215148 and equity matching DJI index in the same portfolio.

28215148 Volatility Indicators

28215148 Current Risk Indicators

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