Salar A1 (Ireland) Risk Analysis And Volatility

F000003W7V -- Ireland Fund  

USD 150.27  1.96  1.29%

Our philosophy towards measuring 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 Salar A1 USD which you can use to evaluate future volatility of the fund. Please validate Salar A1 Coefficient Of Variation of (1,282) and Risk Adjusted Performance of (0.16) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Salar A1 USD Technical Analysis

Transformation
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Salar A1 Projected Return Density Against Market

Assuming 30 trading days horizon, Salar A1 has beta of 0.0 suggesting the returns on DOW and Salar A1 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 =0.23

Salar A1 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Salar A1 Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Salar A1 Investment Opportunity

DOW has a standard deviation of returns of 1.92 and is 9.223372036854776E16 times more volatile than Salar A1 USD. 0% of all equities and portfolios are less risky than Salar A1. Compared to the overall equity markets, volatility of historical daily returns of Salar A1 USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Salar A1 Volatility Indicators

Salar A1 USD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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