Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F00000N763 -- Ireland Fund  

GBp 1,665  38.00  2.23%

Macroaxis considers Oasis Crescent to be unknown risk. Oasis Crescent Global maintains Sharpe Ratio (i.e. Efficiency) of -0.7376 which implies Oasis Crescent Global had -0.7376% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Oasis Crescent Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Oasis Crescent Global Coefficient Of Variation of 414.62 and Risk Adjusted Performance of 0.2635 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Oasis Crescent Market Sensitivity

As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.
One Month Beta |Analyze Oasis Crescent Global Demand Trend
Check current 30 days Oasis Crescent correlation with market (DOW)
β = 0.1773
Oasis Crescent Small BetaOasis Crescent Global Beta Legend

Oasis Crescent Global Technical Analysis

Transformation
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Oasis Crescent Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent has beta of 0.1773 suggesting as returns on market go up, Oasis Crescent average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Oasis Crescent Global Low Eq B will be expected to be much smaller as well. Moreover, Oasis Crescent Global Low Eq B has an alpha of 0.3157 implying that it can potentially generate 0.3157% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Oasis Crescent is -135.57. The daily returns are destributed with a variance of 2.03 and standard deviation of 1.43. The mean deviation of Oasis Crescent Global Low Eq B is currently at 1.06. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.32
β
Beta against DOW=0.18
σ
Overall volatility
=1.43
Ir
Information ratio =0.37

Oasis Crescent Return Volatility

Oasis Crescent Global Low Eq B accepts 1.4261% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Oasis Crescent Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Oasis Crescent Investment Opportunity

Oasis Crescent Global Low Eq B has a volatility of 1.43 and is 1.38 times more volatile than DOW. 12% of all equities and portfolios are less risky than Oasis Crescent. Compared to the overall equity markets, volatility of historical daily returns of Oasis Crescent Global Low Eq B is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Oasis Crescent Global Low Eq B to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Oasis Crescent to be traded at p;1598.4 in 30 days. As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.

Oasis Crescent correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Oasis Crescent Global Low Eq B and equity matching DJI index in the same portfolio.

Oasis Crescent Volatility Indicators

Oasis Crescent Global Low Eq B Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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