30669853 (Ireland) Risk Analysis And Volatility Evaluation

30669853 -- Ireland Fund  

USD 97.49  1.61  1.62%

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 30669853 which you can use to evaluate future volatility of the entity. Please confirm 30669853 Standard Deviation of 1.11, Market Risk Adjusted Performance of 0.20 and Coefficient Of Variation of 19357.0 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

30669853 Market Sensitivity

As returns on market increase, 30669853 returns are expected to increase less than the market. However during bear market, the loss on holding 30669853 will be expected to be smaller as well.
One Month Beta |Analyze 30669853 Demand Trend
Check current 30 days 30669853 correlation with market (DOW)
β = 0.0199
30669853 Small Beta30669853 Beta Legend

30669853 Technical Analysis

Transformation
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30669853 Projected Return Density Against Market

Assuming 30 trading days horizon, 30669853 has beta of 0.0199 . This suggests as returns on market go up, 30669853 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 30669853 will be expected to be much smaller as well. Additionally, 30669853 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
=0.0058
β
Beta against DOW=0.0199
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

30669853 Return Volatility

30669853 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

30669853 Investment Opportunity

DOW has a standard deviation of returns of 0.36 and is 9.223372036854776E16 times more volatile than 30669853. 0% of all equities and portfolios are less risky than 30669853. Compared to the overall equity markets, volatility of historical daily returns of 30669853 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 30669853 to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of 30669853 to be traded at $94.57 in 30 days. As returns on market increase, 30669853 returns are expected to increase less than the market. However during bear market, the loss on holding 30669853 will be expected to be smaller as well.

30669853 correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 30669853 and equity matching DJI index in the same portfolio.

30669853 Volatility Indicators

30669853 Current Risk Indicators

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