Absolute Insight (Ireland) Risk Analysis And Volatility Evaluation

F000001XI7 -- Ireland Fund  

GBp 125.00  0.00  0.00%

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 Eq Mkt Netrl which you can use to evaluate future volatility of the entity. Please confirm Absolute Insight Risk Adjusted Performance of 0.06 and Mean Deviation of 0.4774 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.
One Month Beta |Analyze Absolute Insight Demand Trend
Check current 30 days Absolute Insight correlation with market (DOW)
β = 0.2279
Absolute Insight Small BetaAbsolute Insight Beta Legend

Absolute Insight 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 0.2279 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 Eq Mkt Netrl will be expected to be much smaller as well. Additionally, Absolute Insight Eq Mkt Netrl has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.23
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

Absolute Insight Return Volatility

Absolute Insight Eq Mkt Netrl accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Absolute Insight Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Absolute Insight Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than Absolute Insight Eq Mkt Netrl. 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 Eq Mkt Netrl is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Absolute Insight Eq Mkt Netrl to protect 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 p;123.75 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

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Absolute Insight Eq Mkt Netrl and equity matching DJI index in the same portfolio.

Absolute Insight Volatility Indicators

Absolute Insight Eq Mkt Netrl Current Risk Indicators

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