PGI GL (Ireland) Risk Analysis And Volatility

Our way of forecasting 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 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%.
Horizon     30 Days    Login   to change

PGI GL EQ Technical Analysis

Transformation
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PGI GL Projected Return Density Against Market

Assuming 30 trading days horizon, PGI GL has beta of 0.0 . This suggests the returns on DOW and PGI GL 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 PGI GL is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of PGI GL EQ USD I AC is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

PGI GL Return Volatility

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

PGI GL Investment Opportunity

PGI GL EQ USD I AC has the same returns volatility as DOW considering given time horizon. 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.

PGI GL Current Risk Indicators

PGI GL Suggested Diversification Pairs

See also Trending Equities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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