Custom Markets (Ireland) Risk Analysis And Volatility

F00000NCQ6 -- Ireland Fund  

GBp 6,006  208.00  0.03%

Macroaxis considers Custom Markets to be unknown risk. Custom Markets Credit secures Sharpe Ratio (or Efficiency) of -0.6521 which signifies that the fund had -0.6521% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing 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. Custom Markets Credit Suisse GAINS L exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Custom Markets Credit Mean Deviation of 0.6356 and Risk Adjusted Performance of (0.21) to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Custom Markets Market Sensitivity

As returns on market increase, returns on owning Custom Markets are expected to decrease at a much smaller rate. During bear market, Custom Markets is likely to outperform the market.
2 Months Beta |Analyze Custom Markets Credit Demand Trend
Check current 30 days Custom Markets correlation with market (DOW)
β = -0.061

Custom Markets Central Daily Price Deviation

Custom Markets Credit Technical Analysis

Transformation
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.

Custom Markets Projected Return Density Against Market

Assuming 30 trading days horizon, Custom Markets Credit Suisse GAINS L has beta of -0.061 suggesting as returns on benchmark increase, returns on holding Custom Markets are expected to decrease at a much smaller rate. During bear market, however, Custom Markets Credit Suisse GAINS L is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Custom Markets Credit is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Custom Markets is -153.34. The daily returns are destributed with a variance of 3.18 and standard deviation of 1.78. The mean deviation of Custom Markets Credit Suisse GAINS L is currently at 1.3. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.15
β
Beta against DOW=0.06
σ
Overall volatility
=1.78
Ir
Information ratio =0.07

Custom Markets Return Volatility

the fund accepts 1.7844% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Custom Markets Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Custom Markets Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 1.11 times more volatile than Custom Markets Credit Suisse GAINS L. 16% of all equities and portfolios are less risky than Custom Markets. Compared to the overall equity markets, volatility of historical daily returns of Custom Markets Credit Suisse GAINS L is lower than 16 (%) of all global equities and portfolios over the last 30 days. Use Custom Markets Credit Suisse GAINS L to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Custom Markets to be traded at p;5945.94 in 30 days. . As returns on market increase, returns on owning Custom Markets are expected to decrease at a much smaller rate. During bear market, Custom Markets is likely to outperform the market.

Custom Markets correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Custom Markets Credit Suisse G and equity matching DJI index in the same portfolio.

Custom Markets Volatility Indicators

Custom Markets Credit Suisse GAINS L Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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