Absolute Insight (Ireland) Risk Analysis And Volatility

Our philosophy towards foreseeing 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 Absolute Insight Currency B1p EUR which you can use to evaluate future volatility of the entity. Please confirm Absolute Insight Cur Mean Deviation of 0.1736 and Risk Adjusted Performance of (0.41) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Absolute Insight Market Sensitivity

As returns on market increase, Absolute Insight returns are expected to increase less than the market. However during bear market, the loss on holding Absolute Insight will be expected to be smaller as well.
2 Months Beta |Analyze Absolute Insight Cur Demand Trend
Check current 30 days Absolute Insight correlation with market (DOW)
β = 0.0474

Absolute Insight Central Daily Price Deviation

Absolute Insight Cur 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.

Absolute Insight Projected Return Density Against Market

Assuming 30 trading days horizon, Absolute Insight has beta of 0.0474 suggesting as returns on market go up, Absolute Insight average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Absolute Insight Currency B1p EUR will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Absolute Insight Cur is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Absolute Insight is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Absolute Insight Currency B1p EUR is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.1
β
Beta against DOW=0.0474
σ
Overall volatility
=0.00
Ir
Information ratio =0.4

Absolute Insight Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Absolute Insight Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Absolute Insight Investment Opportunity

DOW has a standard deviation of returns of 1.87 and is 9.223372036854776E16 times more volatile than Absolute Insight Currency B1p EUR. 0% of all equities and portfolios are less risky than Absolute Insight. Compared to the overall equity markets, volatility of historical daily returns of Absolute Insight Currency B1p EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Absolute Insight Currency B1p EUR to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Absolute Insight to be traded at €0.0 in 30 days. . As returns on market increase, Absolute Insight returns are expected to increase less than the market. However during bear market, the loss on holding Absolute Insight will be expected to be smaller as well.

Absolute Insight correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Absolute Insight Currency B1p and equity matching DJI index in the same portfolio.

Absolute Insight Volatility Indicators

Absolute Insight Currency B1p EUR Current Risk Indicators

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