Absolute Insight (Ireland) Risk Analysis And Volatility Evaluation

F00000H5O4 -- Ireland Fund  

EUR 1.10  0.00  0.00%

Our philosophy towards foreseeing 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 Absolute Insight Emerg Mkt Debt B2p EUR which you can use to evaluate future volatility of the entity. Please confirm Absolute Insight Emerg to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Absolute Insight Emerg Technical Analysis

Transformation
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Absolute Insight Projected Return Density Against Market

Assuming 30 trading days horizon, Absolute Insight has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Absolute Insight are completely uncorrelated. Furthermore, Absolute Insight Emerg Mkt Debt B2p EURIt does not look like Absolute Insight alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Absolute Insight Return Volatility

Absolute Insight Emerg Mkt Debt B2p EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Absolute Insight Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Absolute Insight Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than Absolute Insight Emerg Mkt Debt B2p EUR. 0% of all equities and portfolios are less risky than Absolute Insight. Compared to the overall equity markets, volatility of historical daily returns of Absolute Insight Emerg Mkt Debt B2p EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Absolute Insight Volatility Indicators

Absolute Insight Emerg Mkt Debt B2p EUR Current Risk Indicators

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