FC Real (Ireland) Risk Analysis And Volatility Evaluation

F00000GXE6 -- Ireland Fund  

GBp 2,841  6.00  0.21%

Macroaxis considers FC Real to be unknown risk. FC Real Estate retains Efficiency (Sharpe Ratio) of -0.3952 which denotes FC Real Estate had -0.3952% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are 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. FC Real exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FC Real Estate Securities B GBP Acc Standard Deviation of 2.07 and Market Risk Adjusted Performance of 0.0043 to check risk estimate we provide.
Horizon     30 Days    Login   to change

FC Real Market Sensitivity

One Month Beta |Analyze FC Real Estate Demand Trend
Check current 30 days FC Real correlation with market (DOW)
β = -0.8545
FC Real llmost one BetaFC Real Estate Beta Legend

FC Real Estate Technical Analysis

Transformation
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FC Real Projected Return Density Against Market

Assuming 30 trading days horizon, FC Real Estate Securities B GBP Acc has beta of -0.8545 suggesting Additionally, FC Real Estate Securities B GBP Acc 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 
Assuming 30 trading days horizon, the coefficient of variation of FC Real is -253.02. The daily returns are destributed with a variance of 1.82 and standard deviation of 1.35. The mean deviation of FC Real Estate Securities B GBP Acc is currently at 0.92. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.05
β
Beta against DOW=0.85
σ
Overall volatility
=1.35
Ir
Information ratio =0.0331

FC Real Return Volatility

FC Real Estate Securities B GBP Acc accepts 1.3482% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

FC Real Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

FC Real Investment Opportunity

FC Real Estate Securities B GBP Acc has a volatility of 1.35 and is 1.27 times more volatile than DOW. 12% of all equities and portfolios are less risky than FC Real. Compared to the overall equity markets, volatility of historical daily returns of FC Real Estate Securities B GBP Acc is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use FC Real Estate Securities B GBP Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of FC Real to be traded at p;2812.59 in 30 days.

FC Real correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding FC Real Estate Securities B GB and equity matching DJI index in the same portfolio.

FC Real Volatility Indicators

FC Real Estate Securities B GBP Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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