Mediolanum (Ireland) Risk Analysis And Volatility

F000001AAY -- Ireland Fund  

EUR 16.09  0.54  3.25%

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 Mean Deviation of 0.8432, Risk Adjusted Performance of 0.01 and Downside Deviation of 1.66 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Horizon     30 Days    Login   to change

Mediolanum BB MS Technical Analysis

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Mediolanum Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum has beta of 0.0 suggesting the returns on DOW and Mediolanum do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Mediolanum Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Mediolanum Investment Opportunity

DOW has a standard deviation of returns of 0.66 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.

Mediolanum Current Risk Indicators

Mediolanum Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.