SEB LI (Ireland) Risk Analysis And Volatility Evaluation

F00000MTS6 -- Ireland Fund  

USD 1.20  0.01  0.84%

We consider SEB LI unknown risk. SEB LI BlackRock retains Efficiency (Sharpe Ratio) of 0.3462 which indicates SEB LI BlackRock had 0.3462% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for SEB LI which you can use to evaluate future volatility of the fund. Please validate SEB LI BlackRock World Bond USD to confirm if risk estimate we provide are consistent with the epected return of 0.0925%.
 Time Horizon     30 Days    Login   to change

SEB LI BlackRock Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, SEB LI has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and SEB LI are completely uncorrelated. Furthermore, SEB LI BlackRock World Bond USDIt does not look like SEB LI alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SEB LI is 288.86. The daily returns are destributed with a variance of 0.07 and standard deviation of 0.27. The mean deviation of SEB LI BlackRock World Bond USD is currently at 0.15. For similar time horizon, the selected benchmark (DOW) has volatility of 0.61
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.27
Ir
Information ratio =0.00

Actual Return Volatility

SEB LI BlackRock World Bond USD accepts 0.267% volatility on return distribution over the 30 days horizon. DOW inherits 0.6284% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SEB LI Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

SEB LI Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 2.33 times more volatile than SEB LI BlackRock World Bond USD. 2% of all equities and portfolios are less risky than SEB LI. Compared to the overall equity markets, volatility of historical daily returns of SEB LI BlackRock World Bond USD is lower than 2 (%) of all global equities and portfolios over the last 30 days.
Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.