Salar A1 (Ireland) Risk Analysis And Volatility Evaluation

F000003W7V -- Ireland Fund  

USD 157.05  0.54  0.34%

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 technical indicators for Salar A1 USD which you can use to evaluate future volatility of the fund. Please validate Salar A1 Downside Deviation of 0.0764, Standard Deviation of 0.2327 and Risk Adjusted Performance of 0.4398 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Salar A1 Market Sensitivity

As returns on market increase, Salar A1 returns are expected to increase less than the market. However during bear market, the loss on holding Salar A1 will be expected to be smaller as well.
One Month Beta |Analyze Salar A1 USD Demand Trend
Check current 30 days Salar A1 correlation with market (DOW)
β = 0.0098

Salar A1 Central Daily Price Deviation

Salar A1 USD 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.

Salar A1 Projected Return Density Against Market

Assuming 30 trading days horizon, Salar A1 has beta of 0.0098 suggesting as returns on market go up, Salar A1 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Salar A1 USD will be expected to be much smaller as well. Moreover, Salar A1 USD has an alpha of 0.0835 implying that it can potentially generate 0.0835% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.0098
σ
Overall volatility
=0.00
Ir
Information ratio =0.35

Salar A1 Return Volatility

Salar A1 USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2197% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Salar A1 Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Salar A1 Investment Opportunity

DOW has a standard deviation of returns of 1.22 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. Use Salar A1 USD to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Salar A1 to be traded at $155.48 in 30 days. As returns on market increase, Salar A1 returns are expected to increase less than the market. However during bear market, the loss on holding Salar A1 will be expected to be smaller as well.

Salar A1 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Salar A1 USD and equity matching DJI index in the same portfolio.

Salar A1 Volatility Indicators

Salar A1 USD Current Risk Indicators

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