SEB LI (Ireland) Risk Analysis And Volatility Evaluation

F00000MTTK -- Ireland Fund  

USD 1.28  0.00  0.00%

SEB LI is unknown risk given 2 months investment horizon. SEB LI Fidelity retains Efficiency (Sharpe Ratio) of 0.5 which indicates SEB LI Fidelity had 0.5% of return per unit of risk over the last 2 months. Our philosophy towards measuring risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.2295% are justified by taking the suggested risk. Use SEB LI Fidelity to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

SEB LI Fidelity Technical Analysis

Transformation
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SEB LI Projected Return Density Against Market

Assuming 30 trading days horizon, SEB LI has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and SEB LI are completely uncorrelated. Furthermore, SEB LI Fidelity Funds SouthEast Asia 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 200.0. The daily returns are destributed with a variance of 6.05 and standard deviation of 2.46. The mean deviation of SEB LI Fidelity Funds SouthEast Asia USD is currently at 1.84. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.46
Ir
Information ratio =0.00

SEB LI Return Volatility

SEB LI Fidelity Funds SouthEast Asia USD accepts 2.459% volatility on return distribution over the 30 days horizon. DOW inherits 1.2955% 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

SEB LI Fidelity Funds SouthEast Asia USD has a volatility of 2.46 and is 1.89 times more volatile than DOW. 22% 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 Fidelity Funds SouthEast Asia USD is lower than 22 (%) of all global equities and portfolios over the last 30 days.

SEB LI Volatility Indicators

SEB LI Fidelity Funds SouthEast Asia USD Current Risk Indicators

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