Mediolanum BB (Ireland) Risk Analysis And Volatility Evaluation

F000001AAY -- Ireland Fund  

EUR 18.62  0.40  2.10%

Our philosophy towards estimating 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 technical indicators for Mediolanum BB which you can use to evaluate future volatility of the organization. Please verify Mediolanum BB MS Glbl Sel S A Coefficient Of Variation of 261.85, Mean Deviation of 0.8681 and Risk Adjusted Performance of 0.2172 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Mediolanum BB Market Sensitivity

One Month Beta |Analyze Mediolanum BB MS Demand Trend
Check current 30 days Mediolanum BB correlation with market (DOW)
β = -0.8893
Mediolanum BB llmost one BetaMediolanum BB MS Beta Legend

Mediolanum BB MS Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum BB MS Glbl Sel S A has beta of -0.8893 suggesting Moreover, Mediolanum BB MS Glbl Sel S A has an alpha of 0.6735 implying that it can potentially generate 0.6735% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.67
β
Beta against DOW=0.89
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

Actual Return Volatility

Mediolanum BB MS Glbl Sel S A 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

Mediolanum BB Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Mediolanum BB Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than Mediolanum BB MS Glbl Sel S A. 0% of all equities and portfolios are less risky than Mediolanum BB. Compared to the overall equity markets, volatility of historical daily returns of Mediolanum BB MS Glbl Sel S A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mediolanum BB MS Glbl Sel S A to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Mediolanum BB to be traded at €17.88 in 30 days.

Mediolanum BB correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mediolanum BB MS Glbl Sel S A and equity matching DJI index in the same portfolio.

Volatility Indicators

Mediolanum BB Current Risk Indicators
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