2957782 (Ireland) Risk Analysis And Volatility Evaluation

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 2957782 which you can use to evaluate future volatility of the entity. Please confirm 2957782 Standard Deviation of 10.4, Market Risk Adjusted Performance of (0.44) and Coefficient Of Variation of 2005.73 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

2957782 Market Sensitivity

2957782 Technical Analysis

Transformation
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2957782 Projected Return Density Against Market

Assuming 30 trading days horizon, 2957782 has beta of -1.1206 . This suggests Moreover, 2957782 has an alpha of 0.3228 implying that it can potentially generate 0.3228% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.32
β
Beta against DOW=1.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

2957782 Return Volatility

2957782 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

2957782 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than 2957782. 0% of all equities and portfolios are less risky than 2957782. Compared to the overall equity markets, volatility of historical daily returns of 2957782 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 2957782 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 2957782 to be traded at $0.0 in 30 days.

2957782 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 2957782 and equity matching DJI index in the same portfolio.
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