E I (Ireland) Risk Analysis And Volatility

F000002PGR -- Ireland Fund  

EUR 2,475  79.04  3.09%

Our philosophy in predicting 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 E I Sturdza Strgc China Panda EUR H which you can use to evaluate future volatility of the entity. Please confirm E I Sturdza to check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

E I Sturdza Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. The Median Price line plots median indexes of E I Sturdza price series. View also all equity analysis or get more info about median price price transform indicator.

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 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

E I Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

E I Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than E I Sturdza Strgc China Panda EUR H. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.

E I Current Risk Indicators

E I Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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