Custom Markets (Ireland) Risk Analysis And Volatility

F00000NCQ6 -- Ireland Fund  

GBp 6,017  124.00  2.02%

Our philosophy towards foreseeing 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 Custom Markets Credit Suisse GAINS L which you can use to evaluate future volatility of the entity. Please confirm Custom Markets Credit Risk Adjusted Performance of (0.12) and Mean Deviation of 1.17 to double-check 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

Barely shadows market
Horizon     30 Days    Login   to change

Custom Markets Market Sensitivity

As returns on market increase, Custom Markets returns are expected to increase less than the market. However during bear market, the loss on holding Custom Markets will be expected to be smaller as well.
2 Months Beta |Analyze Custom Markets Credit Demand Trend
Check current 30 days Custom Markets correlation with market (DOW)
β = 0.1357

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 has beta of 0.1357 suggesting as returns on market go up, Custom Markets average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Custom Markets Credit Suisse GAINS L will be expected to be much smaller as well. 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 
α
Alpha over DOW
=0.41
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.25

Custom Markets Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Custom Markets Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Custom Markets Credit Suisse GAINS L. 0% 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 0 (%) 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 unexpected downward movement. The market is reacting to new fundamentals. Check odds of Custom Markets to be traded at p;5776.32 in 30 days. . As returns on market increase, Custom Markets returns are expected to increase less than the market. However during bear market, the loss on holding Custom Markets will be expected to be smaller as well.

Custom Markets correlation with market

correlation synergy
Significant 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 Current Risk Indicators

Custom Markets Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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