F0000007YS (Ireland) Risk Analysis And Volatility

Our way in which we are predicting 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 F0000007YS which you can use to evaluate future volatility of the entity. Please confirm F0000007YS Standard Deviation of 0.3148, Market Risk Adjusted Performance of 0.4116 and Downside Deviation of 0.4823 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

F0000007YS Market Sensitivity

As returns on market increase, returns on owning F0000007YS are expected to decrease at a much smaller rate. During bear market, F0000007YS is likely to outperform the market.
2 Months Beta |Analyze F0000007YS Demand Trend
Check current 30 days F0000007YS correlation with market (DOW)
β = -0.0237

F0000007YS Central Daily Price Deviation

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.

F0000007YS Projected Return Density Against Market

Assuming 30 trading days horizon, F0000007YS has beta of -0.0237 suggesting as returns on benchmark increase, returns on holding F0000007YS are expected to decrease at a much smaller rate. During bear market, however, F0000007YS is likely to outperform the market. 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=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.54

F0000007YS Return Volatility

F0000007YS accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

F0000007YS Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

F0000007YS Investment Opportunity

DOW has a standard deviation of returns of 2.05 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 your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of F0000007YS to be traded at p;0.0 in 30 days. . As returns on market increase, returns on owning F0000007YS are expected to decrease at a much smaller rate. During bear market, F0000007YS is likely to outperform the market.

F0000007YS correlation with market

correlation synergy
Good 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.

F0000007YS Volatility Indicators

F0000007YS Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Search macroaxis.com