Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F00000N763 -- Ireland Fund  

GBp 1,780  7.00  0.39%

Our philosophy towards forecasting 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 Oasis Crescent Global which you can use to evaluate future volatility of the fund. Please check Oasis Crescent Global Coefficient Of Variation of 241.26 and Risk Adjusted Performance of 0.2009 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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 = 0.0986
Oasis Crescent Small BetaOasis Crescent Global Beta Legend

Oasis Crescent Global Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent has beta of 0.0986 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 0.1757 implying that it can potentially generate 0.1757% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.18
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

Actual Return Volatility

Oasis Crescent Global Low Eq B accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5525% 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

Unaffected

Investment Outlook

Oasis Crescent Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than Oasis Crescent Global Low Eq B. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Oasis Crescent Global Low Eq B to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Oasis Crescent to be traded at p;1869.0 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

Significant 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.

Volatility Indicators

Oasis Crescent Current Risk Indicators
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