ANIMA Emerging (Ireland) Risk Analysis And Volatility Evaluation

F00000J74P -- Ireland Fund  

EUR 6.03  0.00  0.00%

Macroaxis considers ANIMA Emerging unknown risk given 1 month investment horizon. ANIMA Emerging Markets secures Sharpe Ratio (or Efficiency) of 0.5039 which signifies that ANIMA Emerging Markets had 0.5039% of return per unit of return volatility over the last 1 month. Our approach to foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ANIMA Emerging Markets Equity Silver which you can use to evaluate future volatility of the entity. Please makes use of ANIMA Emerging Markets to double-check if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

ANIMA Emerging Markets Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Emerging has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and ANIMA Emerging are completely uncorrelated. Furthermore, ANIMA Emerging Markets Equity SilverIt does not look like ANIMA Emerging alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of ANIMA Emerging is 198.44. The daily returns are destributed with a variance of 0.27 and standard deviation of 0.52. The mean deviation of ANIMA Emerging Markets Equity Silver is currently at 0.41. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.52
Ir
Information ratio =0.00

Actual Return Volatility

ANIMA Emerging Markets Equity Silver accepts 0.521% volatility on return distribution over the 30 days horizon. DOW inherits 0.5525% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ANIMA Emerging Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

ANIMA Emerging Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 1.06 times more volatile than ANIMA Emerging Markets Equity Silver. 4% of all equities and portfolios are less risky than ANIMA Emerging. Compared to the overall equity markets, volatility of historical daily returns of ANIMA Emerging Markets Equity Silver is lower than 4 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

ANIMA Emerging Current Risk Indicators
Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..