2967545 (Ireland) Risk Analysis And Volatility Evaluation

2967545 -- Ireland Fund  

EUR 1.04  0.12  10.34%

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 2967545 which you can use to evaluate future volatility of the entity. Please confirm 2967545 Standard Deviation of 3.66, Market Risk Adjusted Performance of 4.73 and Coefficient Of Variation of (282.84) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

2967545 Market Sensitivity

As returns on market increase, returns on owning 2967545 are expected to decrease at a much smaller rate. During bear market, 2967545 is likely to outperform the market.
2 Months Beta |Analyze 2967545 Demand Trend
Check current 30 days 2967545 correlation with market (DOW)
β = -0.2763

2967545 Central Daily Price Deviation

2967545 Technical Analysis

Transformation
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2967545 Projected Return Density Against Market

Assuming 30 trading days horizon, 2967545 has beta of -0.2763 . This suggests as returns on benchmark increase, returns on holding 2967545 are expected to decrease at a much smaller rate. During bear market, however, 2967545 is likely to outperform the market. Additionally, 2967545 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
=1.35
β
Beta against DOW=0.28
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

2967545 Return Volatility

2967545 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3128% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Fundamentals Matrix

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Investment Outlook

2967545 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than 2967545. 0% of all equities and portfolios are less risky than 2967545. Compared to the overall equity markets, volatility of historical daily returns of 2967545 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 2967545 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 2967545 to be traded at €0.988 in 30 days. As returns on market increase, returns on owning 2967545 are expected to decrease at a much smaller rate. During bear market, 2967545 is likely to outperform the market.

2967545 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding 2967545 and equity matching DJI index in the same portfolio.

2967545 Volatility Indicators

2967545 Current Risk Indicators

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