Aviva Artemis (Ireland) Risk Analysis And Volatility Evaluation

BYQSNG2 -- Ireland Fund  

GBp 1,752  25.00  1.41%

We consider Aviva Artemis unknown risk. Aviva Artemis US secures Sharpe Ratio (or Efficiency) of 0.0754 which signifies that Aviva Artemis US had 0.0754% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Aviva Artemis US Select GBP Int S3 which you can use to evaluate future volatility of the entity. Please confirm Aviva Artemis US to double-check if risk estimate we provide are consistent with the epected return of 0.0549%.
 Time Horizon     30 Days    Login   to change

Aviva Artemis US Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Aviva Artemis has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Aviva Artemis are completely uncorrelated. Furthermore, Aviva Artemis US Select GBP Int S3It does not look like Aviva Artemis alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aviva Artemis is 1325.48. The daily returns are destributed with a variance of 0.53 and standard deviation of 0.73. The mean deviation of Aviva Artemis US Select GBP Int S3 is currently at 0.4. For similar time horizon, the selected benchmark (DOW) has volatility of 0.55
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.73
Ir
Information ratio =0.00

Actual Return Volatility

Aviva Artemis US Select GBP Int S3 accepts 0.7279% volatility on return distribution over the 30 days horizon. DOW inherits 0.5519% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aviva Artemis Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Aviva Artemis Investment Opportunity
Aviva Artemis US Select GBP Int S3 has a volatility of 0.73 and is 1.33 times more volatile than DOW. 6% of all equities and portfolios are less risky than Aviva Artemis. Compared to the overall equity markets, volatility of historical daily returns of Aviva Artemis US Select GBP Int S3 is lower than 6 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Aviva Artemis Current Risk Indicators
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