GAM SUSAC (Ireland) Risk Analysis And Volatility Evaluation

3112404 -- Ireland Fund  

USD 14.28  0.60  4.39%

Our approach towards determining 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 GAM SUSAC USD which you can use to evaluate future volatility of the entity. Please check out GAM SUSAC to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GAM SUSAC USD 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.

GAM SUSAC Projected Return Density Against Market

Assuming 30 trading days horizon, GAM SUSAC has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and GAM SUSAC are completely uncorrelated. Furthermore, GAM SUSAC USDIt does not look like GAM SUSAC alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

GAM SUSAC Return Volatility

GAM SUSAC USD 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 

Did you try this?

Run Premium Stories Now

   

Premium Stories

Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
All  Next Launch Premium Stories

Investment Outlook

GAM SUSAC Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than GAM SUSAC USD. 0% of all equities and portfolios are less risky than GAM SUSAC. Compared to the overall equity markets, volatility of historical daily returns of GAM SUSAC USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GAM SUSAC Volatility Indicators

GAM SUSAC USD Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Search macroaxis.com