Wellington Oppoc (Ireland) Risk Analysis And Volatility Evaluation

F00000H5KU -- Ireland Fund  

EUR 17.11  0.02  0.12%

We consider Wellington Oppoc unknown risk. Wellington Oppoc Emerg shows Sharpe Ratio of 0.0018 which attests that Wellington Oppoc Emerg had 0.0018% of return per unit of risk over the last 1 month. Our philosophy towards determining 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 Wellington Oppoc Emerg which you can use to evaluate future volatility of the fund. Please check out Wellington Oppoc Emerg Market Risk Adjusted Performance of 0.60 and Mean Deviation of 0.6503 to validate if risk estimate we provide are consistent with the epected return of 7.0E-4%.
Horizon     30 Days    Login   to change

Wellington Oppoc Market Sensitivity

As returns on market increase, Wellington Oppoc returns are expected to increase less than the market. However during bear market, the loss on holding Wellington Oppoc will be expected to be smaller as well.
One Month Beta |Analyze Wellington Oppoc Emerg Demand Trend
Check current 30 days Wellington Oppoc correlation with market (DOW)
β = 0.4943
Wellington Oppoc Small BetaWellington Oppoc Emerg Beta Legend

Wellington Oppoc Emerg 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.

Wellington Oppoc Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Oppoc has beta of 0.4943 suggesting as returns on market go up, Wellington Oppoc average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Wellington Oppoc Emerg Mkt Dbt will be expected to be much smaller as well. Additionally, Wellington Oppoc Emerg Mkt Dbt 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 Wellington Oppoc is 56887.73. The daily returns are destributed with a variance of 0.17 and standard deviation of 0.41. The mean deviation of Wellington Oppoc Emerg Mkt Dbt is currently at 0.2. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.37
β
Beta against DOW=0.49
σ
Overall volatility
=0.41
Ir
Information ratio =0.36

Wellington Oppoc Return Volatility

Wellington Oppoc Emerg Mkt Dbt accepts 0.4063% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Oppoc Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Wellington Oppoc Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 1.1 times more volatile than Wellington Oppoc Emerg Mkt Dbt. 3% of all equities and portfolios are less risky than Wellington Oppoc. Compared to the overall equity markets, volatility of historical daily returns of Wellington Oppoc Emerg Mkt Dbt is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use Wellington Oppoc Emerg Mkt Dbt to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Wellington Oppoc to be traded at €16.94 in 30 days. As returns on market increase, Wellington Oppoc returns are expected to increase less than the market. However during bear market, the loss on holding Wellington Oppoc will be expected to be smaller as well.

Wellington Oppoc correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Wellington Oppoc Emerg Mkt Dbt and equity matching DJI index in the same portfolio.

Wellington Oppoc Volatility Indicators

Wellington Oppoc Emerg Mkt Dbt Current Risk Indicators

Additionally see Investing Opportunities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
Search macroaxis.com