MGI Global (Ireland) Risk Analysis And Volatility Evaluation

F000005OPI -- Ireland Fund  

 19,542  40.00  0.20%

Our way of estimating 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 MGI Global which you can use to evaluate future volatility of the organization. Please verify MGI Global Equity M 4 Hdg Risk Adjusted Performance of (0.54) and Mean Deviation of 0.059 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MGI Global Market Sensitivity

As returns on market increase, returns on owning MGI Global are expected to decrease at a much smaller rate. During bear market, MGI Global is likely to outperform the market.
2 Months Beta |Analyze MGI Global Equity Demand Trend
Check current 30 days MGI Global correlation with market (DOW)
β = -0.0145

MGI Global Central Daily Price Deviation

MGI Global Equity Technical Analysis

Transformation
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MGI Global Projected Return Density Against Market

Assuming 30 trading days horizon, MGI Global Equity M 4 Hdg has beta of -0.0145 suggesting as returns on benchmark increase, returns on holding MGI Global are expected to decrease at a much smaller rate. During bear market, however, MGI Global Equity M 4 Hdg is likely to outperform the market. Additionally, MGI Global Equity M 4 Hdg has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =1.17

MGI Global Return Volatility

MGI Global Equity M 4 Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Volatility Analysis

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Investment Outlook

MGI Global Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than MGI Global Equity M 4 Hdg. 0% of all equities and portfolios are less risky than MGI Global. Compared to the overall equity markets, volatility of historical daily returns of MGI Global Equity M 4 Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use MGI Global Equity M 4 Hdg to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of MGI Global to be traded at 19346.58 in 30 days. As returns on market increase, returns on owning MGI Global are expected to decrease at a much smaller rate. During bear market, MGI Global is likely to outperform the market.

MGI Global correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding MGI Global Equity M 4 Hdg and equity matching DJI index in the same portfolio.

MGI Global Volatility Indicators

MGI Global Equity M 4 Hdg Current Risk Indicators

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