3342457 (Ireland) Risk Analysis And Volatility Evaluation

3342457 -- Ireland Fund  

GBP 152.71  12.80  9.15%

Our way in which we are foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 3342457 which you can use to evaluate future volatility of the entity. Please confirm 3342457 Standard Deviation of 5.89, Market Risk Adjusted Performance of 1.01 and Coefficient Of Variation of 662.07 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

3342457 Market Sensitivity

3342457 returns are very sensitive to returns on the market. As market goes up or down, 3342457 is expected to follow.
One Month Beta |Analyze 3342457 Demand Trend
Check current 30 days 3342457 correlation with market (DOW)
β = 0.8793
3342457 llmost one Beta3342457 Beta Legend

3342457 Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, 3342457 has beta of 0.8793 . This suggests 3342457 market returns are very sensitive to returns on the market. As the market benchmark goes up or down, 3342457 is expected to follow. Moreover, 3342457 has an alpha of 0.7924 implying that it can potentially generate 0.7924% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.79
β
Beta against DOW=0.88
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Actual Return Volatility

3342457 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5519% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

3342457 Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than 3342457. 0% of all equities and portfolios are less risky than 3342457. Compared to the overall equity markets, volatility of historical daily returns of 3342457 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 3342457 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of 3342457 to be traded at £190.89 in 30 days. 3342457 returns are very sensitive to returns on the market. As market goes up or down, 3342457 is expected to follow.

3342457 correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 3342457 and equity matching DJI index in the same portfolio.
Check also Trending Equities. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .