PRIN GBL (Ireland) Risk Analysis And Volatility Evaluation

28284865 -- Ireland Fund  

JPY 1,188  0.00  0.00%

Our approach towards forecasting 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 PRIN GBL PRO which you can use to evaluate future volatility of the fund. Please check PRIN GBL PRO Risk Adjusted Performance of 0.0159 and Semi Deviation of 1.4 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PRIN GBL Market Sensitivity

As returns on market increase, PRIN GBL returns are expected to increase less than the market. However during bear market, the loss on holding PRIN GBL will be expected to be smaller as well.
2 Months Beta |Analyze PRIN GBL PRO Demand Trend
Check current 30 days PRIN GBL correlation with market (DOW)
β = 0.1079

PRIN GBL Central Daily Price Deviation

PRIN GBL PRO 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.

PRIN GBL Projected Return Density Against Market

Assuming 30 trading days horizon, PRIN GBL has beta of 0.1079 . This suggests as returns on market go up, PRIN GBL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PRIN GBL PRO JPY I will be expected to be much smaller as well. Moreover, PRIN GBL PRO JPY I has an alpha of 0.0279 implying that it can potentially generate 0.0279% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0279
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.1

PRIN GBL Return Volatility

PRIN GBL PRO JPY I accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3286% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

PRIN GBL Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than PRIN GBL PRO JPY I. 0% of all equities and portfolios are less risky than PRIN GBL. Compared to the overall equity markets, volatility of historical daily returns of PRIN GBL PRO JPY I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PRIN GBL PRO JPY I to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of PRIN GBL to be traded at ¥1176.48 in 30 days. As returns on market increase, PRIN GBL returns are expected to increase less than the market. However during bear market, the loss on holding PRIN GBL will be expected to be smaller as well.

PRIN GBL correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding PRIN GBL PRO JPY I and equity matching DJI index in the same portfolio.

PRIN GBL Volatility Indicators

PRIN GBL PRO JPY I Current Risk Indicators

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