E I (Ireland) Risk Analysis And Volatility

F000002PGR -- Ireland Fund  

EUR 2,475  79.04  3.09%

Macroaxis considers E I to be unknown risk. E I Sturdza secures Sharpe Ratio (or Efficiency) of -0.4783 which denotes E I Sturdza had -0.4783% of return per unit of return volatility over the last 2 months. Macroaxis philosophy in predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. E I Sturdza Strgc China Panda EUR H exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm E I Sturdza to check risk estimate we provide.
Horizon     30 Days    Login   to change

E I Sturdza Technical Analysis

Transformation
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E I Projected Return Density Against Market

Assuming 30 trading days horizon, E I has beta of 0.0 suggesting the returns on DOW and E I appear completely uncorrelated. Furthermore, E I Sturdza Strgc China Panda EUR HIt does not look like E I alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of E I is -209.08. The daily returns are destributed with a variance of 2.91 and standard deviation of 1.7. The mean deviation of E I Sturdza Strgc China Panda EUR H is currently at 1.08. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.71
Ir
Information ratio =0.00

E I Return Volatility

E I Sturdza Strgc China Panda EUR H accepts 1.705% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

E I Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

E I Investment Opportunity

DOW has a standard deviation of returns of 2.05 and is 1.2 times more volatile than E I Sturdza Strgc China Panda EUR H. 15% of all equities and portfolios are less risky than E I. Compared to the overall equity markets, volatility of historical daily returns of E I Sturdza Strgc China Panda EUR H is lower than 15 (%) of all global equities and portfolios over the last 30 days.

E I Volatility Indicators

E I Sturdza Strgc China Panda EUR H Current Risk Indicators

Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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