Oasis Crescent (Ireland) Risk Analysis And Volatility

F00000N763 -- Ireland Fund  

GBp 1,675  34.00  1.99%

Our philosophy towards forecasting 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 Oasis Crescent Global which you can use to evaluate future volatility of the fund. Please check Oasis Crescent Global Risk Adjusted Performance of 0.023, Semi Deviation of 1.18 and Coefficient Of Variation of 3641.15 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Oasis Crescent Market Sensitivity

As returns on market increase, returns on owning Oasis Crescent are expected to decrease at a much smaller rate. During bear market, Oasis Crescent is likely to outperform the market.
2 Months Beta |Analyze Oasis Crescent Global Demand Trend
Check current 30 days Oasis Crescent correlation with market (DOW)
β = -0.0814

Oasis Crescent Central Daily Price Deviation

Oasis Crescent Global Technical Analysis

Transformation
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Oasis Crescent Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent Global Low Eq B has beta of -0.0814 suggesting as returns on benchmark increase, returns on holding Oasis Crescent are expected to decrease at a much smaller rate. During bear market, however, Oasis Crescent Global Low Eq B is likely to outperform the market. Moreover, The company has an alpha of 0.0354 implying that it can potentially generate 0.0354% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0354
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Oasis Crescent Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Oasis Crescent Investment Opportunity

DOW has a standard deviation of returns of 0.66 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 protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Oasis Crescent to be traded at p;1624.75 in 30 days. . As returns on market increase, returns on owning Oasis Crescent are expected to decrease at a much smaller rate. During bear market, Oasis Crescent is likely to outperform the market.

Oasis Crescent correlation with market

correlation synergy
Good 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 Current Risk Indicators

Oasis Crescent Suggested Diversification Pairs

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