INV EST (Ireland) Risk Analysis And Volatility

Our approach towards 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 INV EST BA which you can use to evaluate future volatility of the entity. Please check out INV EST to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INV EST BA Technical Analysis

Transformation
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INV EST Projected Return Density Against Market

Assuming 30 trading days horizon, INV EST has beta of 0.0 . This suggests the returns on DOW and INV EST do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of INV EST is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of INV EST BA EUR A IN is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

INV EST Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

INV EST Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than INV EST BA EUR A IN. 0% of all equities and portfolios are less risky than INV EST. Compared to the overall equity markets, volatility of historical daily returns of INV EST BA EUR A IN is lower than 0 (%) of all global equities and portfolios over the last 30 days.

INV EST Current Risk Indicators

INV EST Suggested Diversification Pairs

See also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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