Mediolanum (Ireland) Risk Analysis And Volatility Evaluation

F000001AAY -- Ireland Fund  

EUR 18.54  0.13  0.71%

Our philosophy towards estimating 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 technical indicators for Mediolanum which you can use to evaluate future volatility of the organization. Please verify Mediolanum BB MS Glbl Sel S A Coefficient Of Variation of 344.77, Mean Deviation of 0.9246 and Risk Adjusted Performance of 0.3181 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Mediolanum Market Sensitivity

As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.
One Month Beta |Analyze Mediolanum BB MS Demand Trend
Check current 30 days Mediolanum correlation with market (DOW)
β = 0.2481
Mediolanum Small BetaMediolanum BB MS Beta Legend

Mediolanum BB MS Technical Analysis

Transformation
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Mediolanum Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum has beta of 0.2481 suggesting as returns on market go up, Mediolanum average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mediolanum BB MS Glbl Sel S A will be expected to be much smaller as well. Moreover, Mediolanum BB MS Glbl Sel S A has an alpha of 0.5174 implying that it can potentially generate 0.5174% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.52
β
Beta against DOW=0.25
σ
Overall volatility
=0.00
Ir
Information ratio =0.40

Mediolanum Return Volatility

Mediolanum BB MS Glbl Sel S A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mediolanum Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Mediolanum Investment Opportunity

DOW has a standard deviation of returns of 1.06 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. 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 enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Mediolanum to be traded at €20.39 in 30 days. As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.

Mediolanum correlation with market

Average 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.

Mediolanum Volatility Indicators

Mediolanum BB MS Glbl Sel S A Current Risk Indicators

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