LDI IIFIG (Ireland) Risk Analysis And Volatility Evaluation

3929819 -- Ireland Fund  

GBP 1.25  0.05  3.85%

Our philosophy towards estimating 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 LDI IIFIG which you can use to evaluate future volatility of the organization. Please verify LDI IIFIG GBP S ACC Mean Deviation of 1.9 and Risk Adjusted Performance of 0.0228 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LDI IIFIG Market Sensitivity

As returns on market increase, LDI IIFIG returns are expected to increase less than the market. However during bear market, the loss on holding LDI IIFIG will be expected to be smaller as well.
2 Months Beta |Analyze LDI IIFIG GBP Demand Trend
Check current 30 days LDI IIFIG correlation with market (DOW)
β = 0.2458

LDI IIFIG Central Daily Price Deviation

LDI IIFIG GBP Technical Analysis

Transformation
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LDI IIFIG Projected Return Density Against Market

Assuming 30 trading days horizon, LDI IIFIG has beta of 0.2458 . This suggests as returns on market go up, LDI IIFIG average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LDI IIFIG GBP S ACC will be expected to be much smaller as well. Moreover, LDI IIFIG GBP S ACC has an alpha of 0.0672 implying that it can potentially generate 0.0672% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.25
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

LDI IIFIG Return Volatility

LDI IIFIG GBP S ACC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

LDI IIFIG Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than LDI IIFIG GBP S ACC. 0% of all equities and portfolios are less risky than LDI IIFIG. Compared to the overall equity markets, volatility of historical daily returns of LDI IIFIG GBP S ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LDI IIFIG GBP S ACC to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of LDI IIFIG to be traded at £1.2 in 30 days. As returns on market increase, LDI IIFIG returns are expected to increase less than the market. However during bear market, the loss on holding LDI IIFIG will be expected to be smaller as well.

LDI IIFIG correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding LDI IIFIG GBP S ACC and equity matching DJI index in the same portfolio.

LDI IIFIG Volatility Indicators

LDI IIFIG GBP S ACC Current Risk Indicators

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