GlobalAccess Japan (Ireland) Risk Analysis And Volatility Evaluation

F00000JVTM -- Ireland Fund  

JPY 177.54  9.16  5.44%

GlobalAccess Japan is unknown risk given 1 month investment horizon. GlobalAccess Japan holds Efficiency (Sharpe) Ratio of 0.5 which attests that GlobalAccess Japan had 0.5% of return per unit of risk over the last 1 month. Our philosophy towards determining risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.36% are justified by taking the suggested risk. Use GlobalAccess Japan Z Acc Risk Adjusted Performance of 0.01 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

GlobalAccess Japan Technical Analysis

Transformation
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GlobalAccess Japan Projected Return Density Against Market

Assuming 30 trading days horizon, GlobalAccess Japan has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and GlobalAccess Japan are completely uncorrelated. Furthermore, GlobalAccess Japan Z AccIt does not look like GlobalAccess Japan alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of GlobalAccess Japan is 200.0. The daily returns are destributed with a variance of 7.4 and standard deviation of 2.72. The mean deviation of GlobalAccess Japan Z Acc is currently at 2.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.72
Ir
Information ratio =0.00

GlobalAccess Japan Return Volatility

GlobalAccess Japan Z Acc accepts 2.7201% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GlobalAccess Japan Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

GlobalAccess Japan Investment Opportunity

GlobalAccess Japan Z Acc has a volatility of 2.72 and is 6.04 times more volatile than DOW. 24% 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 24 (%) of all global equities and portfolios over the last 30 days.

GlobalAccess Japan Volatility Indicators

GlobalAccess Japan Z Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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