CF HE (Ireland) Risk Analysis And Volatility

Our way in which we are foreseeing 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 CF HE which you can use to evaluate future volatility of the entity. Please confirm CF HE MA CAU GBP E to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

CF HE MA Technical Analysis

Transformation
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CF HE Projected Return Density Against Market

Assuming 30 trading days horizon, CF HE has beta of 0.0 . This suggests the returns on DOW and CF HE do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of CF HE is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of CF HE MA CAU GBP E is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

CF HE Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

CF HE Investment Opportunity

DOW has a standard deviation of returns of 0.59 and is 9.223372036854776E16 times more volatile than CF HE MA CAU GBP E. 0% of all equities and portfolios are less risky than CF HE. Compared to the overall equity markets, volatility of historical daily returns of CF HE MA CAU GBP E is lower than 0 (%) of all global equities and portfolios over the last 30 days.

CF HE Current Risk Indicators

CF HE Suggested Diversification Pairs

Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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