JAN PRK (Ireland) Risk Analysis And Volatility Evaluation

3697912 -- Ireland Fund  

USD 13.45  1.16  7.94%

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 Market Risk Adjusted Performance of 0.17 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JAN PRK Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, JAN PRK will likely underperform.
One Month Beta |Analyze JAN PRK US Demand Trend
Check current 30 days JAN PRK correlation with market (DOW)
β = 4.9247
JAN PRK Large BetaJAN PRK US Beta Legend

JAN PRK US 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.

JAN PRK Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 4.9247 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, JAN PRK will likely underperform. Additionally, JAN PRK US USD A has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=4.92
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

JAN PRK Return Volatility

JAN PRK US USD A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

JAN PRK Investment Opportunity

DOW has a standard deviation of returns of 1.06 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. Use JAN PRK US USD A to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of JAN PRK to be traded at $12.78 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, JAN PRK will likely underperform.

JAN PRK correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding JAN PRK US USD A and equity matching DJI index in the same portfolio.

JAN PRK Volatility Indicators

JAN PRK US USD A Current Risk Indicators

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