MAM US (Ireland) Risk Analysis And Volatility Evaluation

30143440 -- Ireland Fund  

USD 10.30  0.59  6.08%

Our way of estimating 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 MAM US which you can use to evaluate future volatility of the entity. Please verify MAM US HD USD P ACC Market Risk Adjusted Performance of 0.33 and Mean Deviation of 1.5 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MAM US Market Sensitivity

As returns on market increase, MAM US returns are expected to increase less than the market. However during bear market, the loss on holding MAM US will be expected to be smaller as well.
One Month Beta |Analyze MAM US HD Demand Trend
Check current 30 days MAM US correlation with market (DOW)
β = 0.6937
MAM US Small BetaMAM US HD Beta Legend

MAM US HD Technical Analysis

Transformation
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MAM US Projected Return Density Against Market

Assuming 30 trading days horizon, MAM US has beta of 0.6937 . This suggests as returns on market go up, MAM US average returns are expected to increase less than the benchmark. However during bear market, the loss on holding MAM US HD USD P ACC will be expected to be much smaller as well. Additionally, MAM US HD USD P ACC 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
=0.35
β
Beta against DOW=0.69
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

MAM US Return Volatility

MAM US HD USD P ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

MAM US Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than MAM US HD USD P ACC. 0% of all equities and portfolios are less risky than MAM US. Compared to the overall equity markets, volatility of historical daily returns of MAM US HD USD P ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use MAM US HD USD P ACC to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of MAM US to be traded at $12.88 in 30 days. As returns on market increase, MAM US returns are expected to increase less than the market. However during bear market, the loss on holding MAM US will be expected to be smaller as well.

MAM US correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding MAM US HD USD P ACC and equity matching DJI index in the same portfolio.

MAM US Volatility Indicators

MAM US HD USD P ACC Current Risk Indicators

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