Custom Markets (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards foreseeing 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 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 0.1354 and Mean Deviation of 0.4764 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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.
One Month Beta |Analyze Custom Markets Credit Demand Trend
Check current 30 days Custom Markets correlation with market (DOW)
β = 0.0322
Custom Markets Small BetaCustom Markets Credit Beta Legend

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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Custom Markets has beta of 0.0322 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. Moreover, Custom Markets Credit Suisse GAINS L has an alpha of 0.1651 implying that it can potentially generate 0.1651% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.17
β
Beta against DOW=0.0322
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

Actual Return Volatility

Custom Markets Credit Suisse GAINS L accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Custom Markets Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Custom Markets Investment Opportunity
DOW has a standard deviation of returns of 0.55 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 against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Custom Markets to be traded at p;0.0 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

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.

Volatility Indicators

Custom Markets Current Risk Indicators
Additionally see Investing Opportunities. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.