SEB LI (Ireland) Risk Analysis And Volatility

F00000MTS6 -- Ireland Fund  

USD 1.19  0.00  0.00%

Our philosophy towards measuring 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 SEB LI which you can use to evaluate future volatility of the fund. Please validate SEB LI BlackRock World Bond USD Risk Adjusted Performance of (0.19) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SEB LI Market Sensitivity

As returns on market increase, SEB LI returns are expected to increase less than the market. However during bear market, the loss on holding SEB LI will be expected to be smaller as well.
2 Months Beta |Analyze SEB LI BlackRock Demand Trend
Check current 30 days SEB LI correlation with market (DOW)
β = 0.0156

SEB LI Central Daily Price Deviation

SEB LI BlackRock Technical Analysis

Transformation
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SEB LI Projected Return Density Against Market

Assuming 30 trading days horizon, SEB LI has beta of 0.0156 suggesting as returns on market go up, SEB LI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SEB LI BlackRock World Bond USD will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. SEB LI BlackRock is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SEB LI is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SEB LI BlackRock World Bond USD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.02
β
Beta against DOW=0.0156
σ
Overall volatility
=0.00
Ir
Information ratio =0.48

SEB LI Return Volatility

the fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SEB LI Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

SEB LI Investment Opportunity

DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than SEB LI BlackRock World Bond USD. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use SEB LI BlackRock World Bond USD to protect your portfolios 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 SEB LI to be traded at $1.1781 in 30 days. . As returns on market increase, SEB LI returns are expected to increase less than the market. However during bear market, the loss on holding SEB LI will be expected to be smaller as well.

SEB LI correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding SEB LI BlackRock World Bond US and equity matching DJI index in the same portfolio.

SEB LI Volatility Indicators

SEB LI BlackRock World Bond USD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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