28402441 (Ireland) Risk Analysis And Volatility

28402441 -- Ireland Fund  

USD 106.52  23.51  28.32%

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 28402441 which you can use to evaluate future volatility of the entity. Please confirm 28402441 Market Risk Adjusted Performance of (2.88), Coefficient Of Variation of 316.23 and Standard Deviation of 8.96 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

28402441 Market Sensitivity

28402441 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.

28402441 Projected Return Density Against Market

Assuming 30 trading days horizon, 28402441 has beta of -0.9779 . This suggests In addition to that, The company has an alpha of 2.9482 implying that it can potentially generate 2.9482% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=2.95
β
Beta against DOW=0.98
σ
Overall volatility
=0.00
Ir
Information ratio =0.30

28402441 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5832% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

28402441 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than 28402441. 0% of all equities and portfolios are less risky than 28402441. Compared to the overall equity markets, volatility of historical daily returns of 28402441 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28402441 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of 28402441 to be traded at $133.15 in 30 days. .

28402441 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 28402441 and equity matching DJI index in the same portfolio.

28402441 Current Risk Indicators

28402441 Suggested Diversification Pairs

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