31697536 (Ireland) Risk Analysis And Volatility

31697536 -- Ireland Fund  

SEK 103.54  0.74  0.72%

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 Coefficient Of Variation of 93562.95, Standard Deviation of 0.2188 and Market Risk Adjusted Performance of (0.13) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

31697536 Market Sensitivity

As returns on market increase, 31697536 returns are expected to increase less than the market. However during bear market, the loss on holding 31697536 will be expected to be smaller as well.
2 Months Beta |Analyze 31697536 Demand Trend
Check current 30 days 31697536 correlation with market (DOW)
β = 0.0704

31697536 Central Daily Price Deviation

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 0.0704 . This suggests as returns on market go up, 31697536 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 31697536 will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 31697536 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.78

31697536 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

31697536 Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 31697536. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use 31697536 to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of 31697536 to be traded at kr113.89 in 30 days. . As returns on market increase, 31697536 returns are expected to increase less than the market. However during bear market, the loss on holding 31697536 will be expected to be smaller as well.

31697536 correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding 31697536 and equity matching DJI index in the same portfolio.

31697536 Volatility Indicators

31697536 Current Risk Indicators

Check also Trending Equities. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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