CR MAR (Ireland) Risk Analysis And Volatility Evaluation

4778476 -- Ireland Fund  

EUR 194.75  17.07  8.06%

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 CR MAR which you can use to evaluate future volatility of the entity. Please confirm CR MAR II EUR A Standard Deviation of 5.75, Market Risk Adjusted Performance of (0.25) and Coefficient Of Variation of 3604.53 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

CR MAR Market Sensitivity

As returns on market increase, returns on owning CR MAR are expected to decrease at a much smaller rate. During bear market, CR MAR is likely to outperform the market.
2 Months Beta |Analyze CR MAR II Demand Trend
Check current 30 days CR MAR correlation with market (DOW)
β = -0.575

CR MAR Central Daily Price Deviation

CR MAR II Technical Analysis

Transformation
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CR MAR Projected Return Density Against Market

Assuming 30 trading days horizon, CR MAR II EUR A has beta of -0.575 . This suggests as returns on benchmark increase, returns on holding CR MAR are expected to decrease at a much smaller rate. During bear market, however, CR MAR II EUR A is likely to outperform the market. Moreover, CR MAR II EUR A has an alpha of 0.0829 implying that it can potentially generate 0.0829% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.57
σ
Overall volatility
=0.00
Ir
Information ratio =0.0461

CR MAR Return Volatility

CR MAR II EUR A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

CR MAR Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than CR MAR II EUR A. 0% of all equities and portfolios are less risky than CR MAR. Compared to the overall equity markets, volatility of historical daily returns of CR MAR II EUR A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use CR MAR II EUR A to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of CR MAR to be traded at €185.01 in 30 days. As returns on market increase, returns on owning CR MAR are expected to decrease at a much smaller rate. During bear market, CR MAR is likely to outperform the market.

CR MAR correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding CR MAR II EUR A and equity matching DJI index in the same portfolio.

CR MAR Volatility Indicators

CR MAR II EUR A Current Risk Indicators

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