MetLife Balanced (Ireland) Risk Analysis And Volatility Evaluation

F0000044TI -- Ireland Fund  

GBp 229.00  0.00  0.00%

Macroaxis considers MetLife Balanced to be unknown risk. MetLife Balanced Mgd has Sharpe Ratio of -0.5 which conveys that MetLife Balanced Mgd had -0.5% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating 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. MetLife Balanced exposes twenty different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MetLife Balanced Mgd Port Intl Coefficient Of Variation of 468.89, Mean Deviation of 886.9 and Risk Adjusted Performance of 0.1069 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

MetLife Balanced Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, MetLife Balanced will likely underperform.
One Month Beta |Analyze MetLife Balanced Mgd Demand Trend
Check current 30 days MetLife Balanced correlation with market (DOW)
β = 95.0
MetLife Balanced Large BetaMetLife Balanced Mgd Beta Legend

MetLife Balanced Mgd Technical Analysis

Transformation
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MetLife Balanced Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 95.0 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, MetLife Balanced will likely underperform. In addition to that, MetLife Balanced Mgd Port Intl has an alpha of 448.9292 implying that it can potentially generate 448.9292% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of MetLife Balanced is -200.0. The daily returns are destributed with a variance of 1.14 and standard deviation of 1.07. The mean deviation of MetLife Balanced Mgd Port Intl is currently at 0.8. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=448.93
β
Beta against DOW=95.00
σ
Overall volatility
=1.07
Ir
Information ratio =0.21

MetLife Balanced Return Volatility

MetLife Balanced Mgd Port Intl accepts 1.0684% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MetLife Balanced Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

MetLife Balanced Investment Opportunity

MetLife Balanced Mgd Port Intl has a volatility of 1.07 and is 2.38 times more volatile than DOW. 9% of all equities and portfolios are less risky than MetLife Balanced. Compared to the overall equity markets, volatility of historical daily returns of MetLife Balanced Mgd Port Intl is lower than 9 (%) of all global equities and portfolios over the last 30 days. Use MetLife Balanced Mgd Port Intl to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of MetLife Balanced to be traded at p;226.71 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, MetLife Balanced will likely underperform.

MetLife Balanced correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding MetLife Balanced Mgd Port Intl and equity matching DJI index in the same portfolio.

MetLife Balanced Volatility Indicators

MetLife Balanced Mgd Port Intl Current Risk Indicators

Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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