F0000007YS (Ireland) Risk Analysis And Volatility Evaluation

F0000007YS -- Ireland Fund  

GBp 1,324  6.00  0.45%

Our way in which we are 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 F0000007YS which you can use to evaluate future volatility of the entity. Please confirm F0000007YS Standard Deviation of 0.2417 and Market Risk Adjusted Performance of 0.42 to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

F0000007YS Market Sensitivity

As returns on market increase, F0000007YS returns are expected to increase less than the market. However during bear market, the loss on holding F0000007YS will be expected to be smaller as well.
One Month Beta |Analyze F0000007YS Demand Trend
Check current 30 days F0000007YS correlation with market (DOW)
β = 0.0224
F0000007YS Small BetaF0000007YS Beta Legend

F0000007YS 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, F0000007YS has beta of 0.0224 suggesting as returns on market go up, F0000007YS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding F0000007YS will be expected to be much smaller as well. Additionally, F0000007YS has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0224
σ
Overall volatility
=0.00
Ir
Information ratio =0.45

Actual Return Volatility

F0000007YS accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

F0000007YS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

F0000007YS Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than F0000007YS. 0% of all equities and portfolios are less risky than F0000007YS. Compared to the overall equity markets, volatility of historical daily returns of F0000007YS is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use F0000007YS to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of F0000007YS to be traded at p;1310.76 in 30 days. As returns on market increase, F0000007YS returns are expected to increase less than the market. However during bear market, the loss on holding F0000007YS will be expected to be smaller as well.

F0000007YS correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding F0000007YS and equity matching DJI index in the same portfolio.

Volatility Indicators

F0000007YS Current Risk Indicators
Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.