SEB LI (Ireland) Risk Analysis And Volatility Evaluation

F00000MTS6 -- Ireland Fund  

USD 1.18  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 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SEB LI BlackRock Technical Analysis

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.

SEB LI 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 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

SEB LI Return Volatility

SEB LI BlackRock World Bond USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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


Investment Outlook

SEB LI Investment Opportunity

DOW has a standard deviation of returns of 1.2 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.

SEB LI Volatility Indicators

SEB LI BlackRock World Bond USD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.