JAN PRK (Ireland) Risk Analysis And Volatility

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

JAN PRK US Technical Analysis

Transformation
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JAN PRK Projected Return Density Against Market

Assuming 30 trading days horizon, JAN PRK has beta of 0.0 . This suggests the returns on DOW and JAN PRK do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of JAN PRK is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of JAN PRK US USD A is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

JAN PRK Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6563% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

JAN PRK Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than JAN PRK US USD A. 0% of all equities and portfolios are less risky than JAN PRK. Compared to the overall equity markets, volatility of historical daily returns of JAN PRK US USD A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

JAN PRK Current Risk Indicators

JAN PRK Suggested Diversification Pairs

See also Trending Equities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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