IBIS GBL (Ireland) Risk Analysis And Volatility Evaluation

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, returns on owning IBIS GBL are expected to decrease at a much smaller rate. During bear market, IBIS GBL is likely to outperform the market.
2 Months Beta |Analyze IBIS GBL ME Demand Trend
Check current 30 days IBIS GBL correlation with market (DOW)
β = -0.0979

IBIS GBL Central Daily Price Deviation

IBIS GBL ME Technical Analysis

Transformation
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IBIS GBL Projected Return Density Against Market

Assuming 30 trading days horizon, IBIS GBL ME A2NNI has beta of -0.0979 . This suggests as returns on benchmark increase, returns on holding IBIS GBL are expected to decrease at a much smaller rate. During bear market, however, IBIS GBL ME A2NNI is likely to outperform the market. Moreover, IBIS GBL ME A2NNI has an alpha of 0.4599 implying that it can potentially generate 0.4599% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.46
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.42

IBIS GBL Return Volatility

IBIS GBL ME A2NNI accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3081% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Portfolio Volatility

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Investment Outlook

IBIS GBL Investment Opportunity

DOW has a standard deviation of returns of 1.31 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, returns on owning IBIS GBL are expected to decrease at a much smaller rate. During bear market, IBIS GBL is likely to outperform the market.

IBIS GBL correlation with market

correlation synergy
Good 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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