E I (Ireland) Risk Analysis And Volatility Evaluation

F000002PGR -- Ireland Fund  

EUR 2,788  164.40  5.57%

Macroaxis considers E I to be unknown risk. E I Sturdza secures Sharpe Ratio (or Efficiency) of -0.2989 which denotes E I Sturdza had -0.2989% of return per unit of return volatility over the last 1 month. 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.
 Time Horizon     30 Days    Login   to change

E I Sturdza Technical Analysis

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.

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 
Assuming 30 trading days horizon, the coefficient of variation of E I is -334.51. The daily returns are destributed with a variance of 14.22 and standard deviation of 3.77. The mean deviation of E I Sturdza Strgc China Panda EUR H is currently at 2.5. For similar time horizon, the selected benchmark (DOW) has volatility of 0.55
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

E I Sturdza Strgc China Panda EUR H accepts 3.7711% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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


Investment Outlook

E I Investment Opportunity
E I Sturdza Strgc China Panda EUR H has a volatility of 3.77 and is 6.85 times more volatile than DOW. 34% 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 34 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

E I Current Risk Indicators
Additionally see Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.