Mediolanum (Ireland) Risk Analysis And Volatility Evaluation

F000001AAY -- Ireland Fund  

EUR 17.43  0.22  1.25%

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 404.99, Mean Deviation of 0.723 and Risk Adjusted Performance of 0.3406 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, returns on owning Mediolanum are expected to decrease at a much smaller rate. During bear market, Mediolanum is likely to outperform the market.
2 Months Beta |Analyze Mediolanum BB MS Demand Trend
Check current 30 days Mediolanum correlation with market (DOW)
β = -0.1674

Mediolanum Central Daily Price Deviation

Mediolanum BB MS 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.

Mediolanum Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum BB MS Glbl Sel S A has beta of -0.1674 suggesting as returns on benchmark increase, returns on holding Mediolanum are expected to decrease at a much smaller rate. During bear market, however, Mediolanum BB MS Glbl Sel S A is likely to outperform the market. Moreover, Mediolanum BB MS Glbl Sel S A has an alpha of 0.2769 implying that it can potentially generate 0.2769% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.28
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

Mediolanum Return Volatility

Mediolanum BB MS Glbl Sel S A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mediolanum Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Mediolanum Investment Opportunity

DOW has a standard deviation of returns of 1.31 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 protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Mediolanum to be traded at €16.91 in 30 days. As returns on market increase, returns on owning Mediolanum are expected to decrease at a much smaller rate. During bear market, Mediolanum is likely to outperform the market.

Mediolanum correlation with market

correlation synergy
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.

Mediolanum Volatility Indicators

Mediolanum BB MS Glbl Sel S A Current Risk Indicators

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