Invesco Korean (Ireland) Risk Analysis And Volatility Evaluation

F00000MMA4 -- Ireland Fund  

HKD 77.33  0.66  0.86%

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 Invesco Korean Equity which you can use to evaluate future volatility of the entity. Please check out Invesco Korean Market Risk Adjusted Performance of (44.86) and Risk Adjusted Performance of (0.35) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Invesco Korean Market Sensitivity

As returns on market increase, Invesco Korean returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Korean will be expected to be smaller as well.
2 Months Beta |Analyze Invesco Korean Equity Demand Trend
Check current 30 days Invesco Korean correlation with market (DOW)
β = 0.0181

Invesco Korean Central Daily Price Deviation

Invesco Korean Equity 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.

Invesco Korean Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco Korean has beta of 0.0181 suggesting as returns on market go up, Invesco Korean average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Invesco Korean Equity A HKD will be expected to be much smaller as well. Additionally, Invesco Korean Equity A HKD 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
=0.81
β
Beta against DOW=0.0181
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Invesco Korean Return Volatility

Invesco Korean Equity A HKD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Invesco Korean Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Invesco Korean Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than Invesco Korean Equity A HKD. 0% of all equities and portfolios are less risky than Invesco Korean. Compared to the overall equity markets, volatility of historical daily returns of Invesco Korean Equity A HKD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Invesco Korean Equity A HKD to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Invesco Korean to be traded at 85.06 in 30 days. As returns on market increase, Invesco Korean returns are expected to increase less than the market. However during bear market, the loss on holding Invesco Korean will be expected to be smaller as well.

Invesco Korean correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Invesco Korean Equity A HKD and equity matching DJI index in the same portfolio.

Invesco Korean Volatility Indicators

Invesco Korean Equity A HKD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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