GlobalAccess Japan (Ireland) Risk Analysis And Volatility Evaluation

F00000JVTM -- Ireland Fund  

JPY 180.56  0.16  0.09%

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 GlobalAccess Japan which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Japan Market Risk Adjusted Performance of 1.09 and Risk Adjusted Performance of (0.11) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GlobalAccess Japan Market Sensitivity

As returns on market increase, returns on owning GlobalAccess Japan are expected to decrease at a much smaller rate. During bear market, GlobalAccess Japan is likely to outperform the market.
2 Months Beta |Analyze GlobalAccess Japan Demand Trend
Check current 30 days GlobalAccess Japan correlation with market (DOW)
β = -0.0933

GlobalAccess Japan Central Daily Price Deviation

GlobalAccess Japan Technical Analysis

Transformation
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GlobalAccess Japan Projected Return Density Against Market

Assuming 30 trading days horizon, GlobalAccess Japan Z Acc has beta of -0.0933 suggesting as returns on benchmark increase, returns on holding GlobalAccess Japan are expected to decrease at a much smaller rate. During bear market, however, GlobalAccess Japan Z Acc is likely to outperform the market. Additionally, GlobalAccess Japan Z 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 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

GlobalAccess Japan Return Volatility

GlobalAccess Japan Z Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GlobalAccess Japan Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GlobalAccess Japan Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than GlobalAccess Japan Z Acc. 0% of all equities and portfolios are less risky than GlobalAccess Japan. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess Japan Z Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess Japan Z Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GlobalAccess Japan to be traded at ¥189.59 in 30 days. As returns on market increase, returns on owning GlobalAccess Japan are expected to decrease at a much smaller rate. During bear market, GlobalAccess Japan is likely to outperform the market.

GlobalAccess Japan correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GlobalAccess Japan Z Acc and equity matching DJI index in the same portfolio.

GlobalAccess Japan Volatility Indicators

GlobalAccess Japan Z Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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