31697536 (Ireland) Risk Analysis And Volatility Evaluation

31697536 -- Ireland Fund  

SEK 103.54  0.74  0.72%

We consider 31697536 unknown risk. 31697536 retains Efficiency (Sharpe Ratio) of 0.3333 which signifies that 31697536 had 0.3333% of return per unit of price deviation over the last 1 month. 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 31697536 which you can use to evaluate future volatility of the entity. Please confirm 31697536 to double-check if risk estimate we provide are consistent with the epected return of 0.08%.
Horizon     30 Days    Login   to change

31697536 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.

31697536 Projected Return Density Against Market

Assuming 30 trading days horizon, 31697536 has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and 31697536 are completely uncorrelated. Furthermore, 31697536It does not look like 31697536 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of 31697536 is 300.0. The daily returns are destributed with a variance of 0.06 and standard deviation of 0.24. The mean deviation of 31697536 is currently at 0.14. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.24
Ir
Information ratio =0.00

31697536 Return Volatility

31697536 accepts 0.2399% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Fundamentals Matrix Now

   

Fundamentals Matrix

View fundamentals matrix and analyze how accounts are interrelated and interconnected with each other
All  Next Launch Fundamentals Matrix

Investment Outlook

31697536 Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 1.88 times more volatile than 31697536. 2% of all equities and portfolios are less risky than 31697536. Compared to the overall equity markets, volatility of historical daily returns of 31697536 is lower than 2 (%) of all global equities and portfolios over the last 30 days.

31697536 Volatility Indicators

31697536 Current Risk Indicators

Check also Trending Equities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Search macroaxis.com