GlobalAccess Emerg (Ireland) Risk Analysis And Volatility Evaluation

F00000MJ0W -- Ireland Fund  

EUR 1.11  0.00  0.00%

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 Emerg Mkts which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Emerg Market Risk Adjusted Performance of 2.79 and Risk Adjusted Performance of 0.34 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GlobalAccess Emerg Market Sensitivity

As returns on market increase, GlobalAccess Emerg returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess Emerg will be expected to be smaller as well.
One Month Beta |Analyze GlobalAccess Emerg Mkts Demand Trend
Check current 30 days GlobalAccess Emerg correlation with market (DOW)
β = 0.1597

GlobalAccess Emerg Central Daily Price Deviation

GlobalAccess Emerg Mkts Technical Analysis

Transformation
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GlobalAccess Emerg Projected Return Density Against Market

Assuming 30 trading days horizon, GlobalAccess Emerg has beta of 0.1597 suggesting as returns on market go up, GlobalAccess Emerg average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GlobalAccess Emerg Mkts Debt Z will be expected to be much smaller as well. Additionally, GlobalAccess Emerg Mkts Debt Z 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
=0.43
β
Beta against DOW=0.16
σ
Overall volatility
=0.00
Ir
Information ratio =0.24

GlobalAccess Emerg Return Volatility

GlobalAccess Emerg Mkts Debt Z accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GlobalAccess Emerg Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

GlobalAccess Emerg Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than GlobalAccess Emerg Mkts Debt Z. 0% of all equities and portfolios are less risky than GlobalAccess Emerg. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess Emerg Mkts Debt Z is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess Emerg Mkts Debt Z to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of GlobalAccess Emerg to be traded at €1.0989 in 30 days. As returns on market increase, GlobalAccess Emerg returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess Emerg will be expected to be smaller as well.

GlobalAccess Emerg correlation with market

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

GlobalAccess Emerg Volatility Indicators

GlobalAccess Emerg Mkts Debt Z Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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