ANIMA Emerging (Ireland) Risk Analysis And Volatility Evaluation

F00000J74P -- Ireland Fund  

EUR 5.56  0.35  6.72%

Macroaxis considers ANIMA Emerging to be unknown risk. ANIMA Emerging Markets secures Sharpe Ratio (or Efficiency) of -0.4448 which signifies that ANIMA Emerging Markets had -0.4448% of return per unit of return volatility over the last 1 month. Macroaxis approach to foreseeing 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. ANIMA Emerging Markets Equity Silver exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ANIMA Emerging Markets to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

ANIMA Emerging Markets Technical Analysis

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ANIMA Emerging 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 -224.82. The daily returns are destributed with a variance of 7.94 and standard deviation of 2.82. The mean deviation of ANIMA Emerging Markets Equity Silver is currently at 2.26. For similar time horizon, the selected benchmark (DOW) has volatility of 1.02
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.82
Ir
Information ratio =0.00

ANIMA Emerging Return Volatility

ANIMA Emerging Markets Equity Silver accepts 2.8185% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% 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

Insignificant

Investment Outlook

ANIMA Emerging Investment Opportunity

ANIMA Emerging Markets Equity Silver has a volatility of 2.82 and is 2.69 times more volatile than DOW. 25% 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 25 (%) of all global equities and portfolios over the last 30 days.

ANIMA Emerging Volatility Indicators

ANIMA Emerging Markets Equity Silver Current Risk Indicators

Additionally see Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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