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 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 0.2417 and Market Risk Adjusted Performance of 0.2237 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.
One Month Beta |Analyze F0000007YS Demand Trend
Check current 30 days F0000007YS correlation with market (DOW)
β = -0.0455
F0000007YS Almost negative 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.

F0000007YS Projected Return Density Against Market

Assuming 30 trading days horizon, F0000007YS has beta of -0.0455 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
=0.02
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.67

F0000007YS Return Volatility

F0000007YS accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% 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

Insignificant

Investment Outlook

F0000007YS Investment Opportunity

DOW has a standard deviation of returns of 1.06 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, 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

Very 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

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