28230812 (Ireland) Risk Analysis And Volatility

28230812 -- Ireland Fund  

EUR 1.14  0.08  7.99%

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 28230812 which you can use to evaluate future volatility of the entity. Please confirm 28230812 Standard Deviation of 2.83, Market Risk Adjusted Performance of 5.66 and Coefficient Of Variation of 248.34 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

28230812 Market Sensitivity

As returns on market increase, 28230812 returns are expected to increase less than the market. However during bear market, the loss on holding 28230812 will be expected to be smaller as well.
2 Months Beta |Analyze 28230812 Demand Trend
Check current 30 days 28230812 correlation with market (DOW)
β = 0.2001

28230812 Central Daily Price Deviation

28230812 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.

28230812 Projected Return Density Against Market

Assuming 30 trading days horizon, 28230812 has beta of 0.2001 . This suggests as returns on market go up, 28230812 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 28230812 will be expected to be much smaller as well. In addition to that, The company has an alpha of 1.1166 implying that it can potentially generate 1.1166% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.12
β
Beta against DOW=0.20
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

28230812 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

28230812 Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 28230812. 0% of all equities and portfolios are less risky than 28230812. Compared to the overall equity markets, volatility of historical daily returns of 28230812 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28230812 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of 28230812 to be traded at €1.425 in 30 days. . As returns on market increase, 28230812 returns are expected to increase less than the market. However during bear market, the loss on holding 28230812 will be expected to be smaller as well.

28230812 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 28230812 and equity matching DJI index in the same portfolio.

28230812 Volatility Indicators

28230812 Current Risk Indicators

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