E I (Ireland) Risk Analysis And Volatility Evaluation

F000002PGR -- Ireland Fund  

EUR 2,743  40.02  1.44%

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%.
Horizon     30 Days    Login   to change

E I Sturdza 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.

E I Projected Return Density Against Market

Assuming 30 trading days horizon, E I has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and E I are 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 
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

E I Sturdza Strgc China Panda EUR H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

E I Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

E I Investment Opportunity

DOW has a standard deviation of returns of 1.06 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 Volatility Indicators

E I Sturdza Strgc China Panda EUR H Current Risk Indicators

Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Search macroaxis.com