28231999 (Ireland) Risk Analysis And Volatility Evaluation

28231999 -- Ireland Fund  

EUR 9.78  0.46  4.49%

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 28231999 which you can use to evaluate future volatility of the entity. Please confirm 28231999 Standard Deviation of 2.46, Market Risk Adjusted Performance of 0.08 and Coefficient Of Variation of 8531.57 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

28231999 Market Sensitivity

As returns on market increase, returns on owning 28231999 are expected to decrease at a much smaller rate. During bear market, 28231999 is likely to outperform the market.
One Month Beta |Analyze 28231999 Demand Trend
Check current 30 days 28231999 correlation with market (DOW)
β = -0.2174
28231999 Almost negative beta28231999 Beta Legend

28231999 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.

28231999 Projected Return Density Against Market

Assuming 30 trading days horizon, 28231999 has beta of -0.2174 . This suggests as returns on benchmark increase, returns on holding 28231999 are expected to decrease at a much smaller rate. During bear market, however, 28231999 is likely to outperform the market. Additionally, 28231999 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
=0.02
β
Beta against DOW=0.22
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

28231999 Return Volatility

28231999 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

28231999 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than 28231999. 0% of all equities and portfolios are less risky than 28231999. Compared to the overall equity markets, volatility of historical daily returns of 28231999 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28231999 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 28231999 to be traded at €9.29 in 30 days. As returns on market increase, returns on owning 28231999 are expected to decrease at a much smaller rate. During bear market, 28231999 is likely to outperform the market.

28231999 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 28231999 and equity matching DJI index in the same portfolio.

28231999 Volatility Indicators

28231999 Current Risk Indicators

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