902660 (Ireland) Risk Analysis And Volatility

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 902660 which you can use to evaluate future volatility of the entity. Please confirm 902660 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

902660 Technical Analysis

Transformation
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902660 Projected Return Density Against Market

Assuming 30 trading days horizon, 902660 has beta of 0.0 . This suggests the returns on DOW and 902660 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 902660 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of 902660 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

902660 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7795% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

902660 Investment Opportunity

DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than 902660. 0% of all equities and portfolios are less risky than 902660. Compared to the overall equity markets, volatility of historical daily returns of 902660 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

902660 Current Risk Indicators

902660 Suggested Diversification Pairs

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