Wellington (Ireland) Risk Analysis And Volatility Evaluation

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 Wellington US Core which you can use to evaluate future volatility of the fund. Please check out Wellington US Core Market Risk Adjusted Performance of 1.33 and Mean Deviation of 0.2009 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Wellington Market Sensitivity

As returns on market increase, Wellington returns are expected to increase less than the market. However during bear market, the loss on holding Wellington will be expected to be smaller as well.
One Month Beta |Analyze Wellington US Core Demand Trend
Check current 30 days Wellington correlation with market (DOW)
β = 0.0917

Wellington Central Daily Price Deviation

Wellington US Core Technical Analysis

Transformation
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Wellington Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington has beta of 0.0917 suggesting as returns on market go up, Wellington average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Wellington US Core HY Bd USD S Acc will be expected to be much smaller as well. Moreover, Wellington US Core HY Bd USD S Acc has an alpha of 0.1278 implying that it can potentially generate 0.1278% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.13
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.62

Wellington Return Volatility

Wellington US Core HY Bd USD S Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Wellington Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Wellington US Core HY Bd USD S Acc. 0% of all equities and portfolios are less risky than Wellington. Compared to the overall equity markets, volatility of historical daily returns of Wellington US Core HY Bd USD S Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington US Core HY Bd USD S Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Wellington to be traded at $0.0 in 30 days. As returns on market increase, Wellington returns are expected to increase less than the market. However during bear market, the loss on holding Wellington will be expected to be smaller as well.

Wellington correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Wellington US Core HY Bd USD S and equity matching DJI index in the same portfolio.

Wellington Volatility Indicators

Wellington US Core HY Bd USD S Acc Current Risk Indicators

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