EMBEL (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy in predicting 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 EMBEL which you can use to evaluate future volatility of the entity. Please confirm EMBEL to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

EMBEL Technical Analysis

Transformation
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, EMBEL has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and EMBEL are completely uncorrelated. Furthermore, EMBELIt does not look like EMBEL alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

EMBEL accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4414% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

EMBEL Investment Opportunity
DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than EMBEL. 0% of all equities and portfolios are less risky than EMBEL. Compared to the overall equity markets, volatility of historical daily returns of EMBEL is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

EMBEL Current Risk Indicators
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