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 4.5, Market Risk Adjusted Performance of 0.08 and Coefficient Of Variation of 4671.08 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

One Month Beta |Analyze CR MAR II Demand Trend
Check current 30 days CR MAR correlation with market (DOW)
β = -0.9642
CR MAR llmost one BetaCR MAR II Beta Legend

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 -0.9642 . This suggests Moreover, CR MAR II EUR A has an alpha of 0.0251 implying that it can potentially generate 0.0251% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0251
β
Beta against DOW=0.96
σ
Overall volatility
=0.00
Ir
Information ratio =0.0333

CR MAR Return Volatility

CR MAR II EUR A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% 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 1.06 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.

CR MAR correlation with market

Very 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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