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

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 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 
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
Alpha over DOW
Beta against DOW=0.00
Overall volatility
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 (%) 

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


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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