GAM Star (Ireland) Risk Analysis And Volatility

F00000MJM1 -- Ireland Fund  

GBp 1,785  66.00  3.57%

Our approach 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 GAM Star Composite which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, returns on owning GAM Star are expected to decrease by larger amounts. On the other hand, during market turmoil, GAM Star is expected to significantly outperform it.
2 Months Beta |Analyze GAM Star Composite Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -553.5909

GAM Star Central Daily Price Deviation

GAM Star Composite Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star Composite Glb Eq GBP Acc has beta of -553.5909 suggesting as returns on its benchmark rise, returns on holding GAM Star Composite Glb Eq GBP Acc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, GAM Star is expected to outperform its benchmark. In addition to that, The company has an alpha of 757.377 implying that it can potentially generate 757.377% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=757.38
β
Beta against DOW=553.59
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

GAM Star Return Volatility

the fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5835% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than GAM Star Composite Glb Eq GBP Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Composite Glb Eq GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Composite Glb Eq GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of GAM Star to be traded at p;1713.6 in 30 days. . As returns on market increase, returns on owning GAM Star are expected to decrease by larger amounts. On the other hand, during market turmoil, GAM Star is expected to significantly outperform it.

GAM Star correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Composite Glb Eq GBP and equity matching DJI index in the same portfolio.

GAM Star Current Risk Indicators

GAM Star Suggested Diversification Pairs

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