Aviva Artemis (Ireland) Risk Analysis And Volatility Evaluation

BYQSNG2 -- Ireland Fund  

GBp 1,621  48.00  2.88%

Macroaxis considers Aviva Artemis to be unknown risk. Aviva Artemis US secures Sharpe Ratio (or Efficiency) of -0.1311 which signifies that Aviva Artemis US had -0.1311% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Aviva Artemis US Select GBP Int S3 exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Aviva Artemis US to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Aviva Artemis US Technical Analysis

Transformation
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Aviva Artemis 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 -762.72. The daily returns are destributed with a variance of 10.38 and standard deviation of 3.22. The mean deviation of Aviva Artemis US Select GBP Int S3 is currently at 2.25. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=3.22
Ir
Information ratio =0.00

Aviva Artemis Return Volatility

Aviva Artemis US Select GBP Int S3 accepts 3.2225% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aviva Artemis Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Aviva Artemis Investment Opportunity

Aviva Artemis US Select GBP Int S3 has a volatility of 3.22 and is 2.5 times more volatile than DOW. 29% 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 29 (%) of all global equities and portfolios over the last 30 days.

Aviva Artemis Volatility Indicators

Aviva Artemis US Select GBP Int S3 Current Risk Indicators

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