PGI GL (Ireland) Risk Analysis And Volatility Evaluation

860503 -- Ireland Fund  

USD 20.49  0.00  0.00%

Our way of forecasting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for PGI GL EQ which you can use to evaluate future volatility of the fund. Please check PGI GL EQ to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

PGI GL EQ Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, PGI GL has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and PGI GL are completely uncorrelated. Furthermore, PGI GL EQ USD I ACIt does not look like PGI GL alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

PGI GL EQ USD I AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Did you try this?

Run Efficient Frontier Now

Efficient Frontier

Plot and analyze your portfolio and positions against risk-return landscape of the market.
All  Next Launch Efficient Frontier

Investment Outlook

PGI GL Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than PGI GL EQ USD I AC. 0% of all equities and portfolios are less risky than PGI GL. Compared to the overall equity markets, volatility of historical daily returns of PGI GL EQ USD I AC is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Check also Trending Equities. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.