IBIS GBL (Ireland) Risk Analysis And Volatility

3203607 -- Ireland Fund  

USD 168.89  7.83  4.86%

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 IBIS GBL ME which you can use to evaluate future volatility of the entity. Please check out IBIS GBL to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IBIS GBL Market Sensitivity

As returns on market increase, IBIS GBL returns are expected to increase less than the market. However during bear market, the loss on holding IBIS GBL will be expected to be smaller as well.
2 Months Beta |Analyze IBIS GBL ME Demand Trend
Check current 30 days IBIS GBL correlation with market (DOW)
β = 0.5776

IBIS GBL Central Daily Price Deviation

IBIS GBL ME Technical Analysis

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IBIS GBL Projected Return Density Against Market

Assuming 30 trading days horizon, IBIS GBL has beta of 0.5776 . This suggests as returns on market go up, IBIS GBL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IBIS GBL ME A2NNI will be expected to be much smaller as well. Moreover, The company has an alpha of 0.3038 implying that it can potentially generate 0.3038% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.30
β
Beta against DOW=0.58
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

IBIS GBL Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

IBIS GBL Investment Opportunity

DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than IBIS GBL ME A2NNI. 0% of all equities and portfolios are less risky than IBIS GBL. Compared to the overall equity markets, volatility of historical daily returns of IBIS GBL ME A2NNI is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IBIS GBL ME A2NNI to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of IBIS GBL to be traded at $211.11 in 30 days. . As returns on market increase, IBIS GBL returns are expected to increase less than the market. However during bear market, the loss on holding IBIS GBL will be expected to be smaller as well.

IBIS GBL correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding IBIS GBL ME A2NNI and equity matching DJI index in the same portfolio.

IBIS GBL Volatility Indicators

IBIS GBL ME A2NNI Current Risk Indicators

Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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