28567974 (Ireland) Risk Analysis And Volatility Evaluation

28567974 -- Ireland Fund  

USD 101.91  3.27  3.32%

Our way in which we are foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 28567974 which you can use to evaluate future volatility of the entity. Please confirm 28567974 Standard Deviation of 1.78, Market Risk Adjusted Performance of 0.441 and Coefficient Of Variation of 1,607 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

28567974 Market Sensitivity

As returns on market increase, returns on owning 28567974 are expected to decrease at a much smaller rate. During bear market, 28567974 is likely to outperform the market.
One Month Beta |Analyze 28567974 Demand Trend
Check current 30 days 28567974 correlation with market (DOW)
β = -0.2805
28567974 Almost negative beta28567974 Beta Legend

28567974 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, 28567974 has beta of -0.2805 . This suggests as returns on benchmark increase, returns on holding 28567974 are expected to decrease at a much smaller rate. During bear market, however, 28567974 is likely to outperform the market. Additionally, 28567974 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
=0.09
β
Beta against DOW=0.28
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

Actual Return Volatility

28567974 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5978% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

28567974 Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 9.223372036854776E16 times more volatile than 28567974. 0% of all equities and portfolios are less risky than 28567974. Compared to the overall equity markets, volatility of historical daily returns of 28567974 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28567974 to enhance returns of your portfolios. The fund experiences unexpected upward trend. Watch out for market signals. Check odds of 28567974 to be traded at $122.29 in 30 days. As returns on market increase, returns on owning 28567974 are expected to decrease at a much smaller rate. During bear market, 28567974 is likely to outperform the market.

28567974 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 28567974 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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