Perkins US (Ireland) Risk Analysis And Volatility

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 Perkins US Strategic which you can use to evaluate future volatility of the fund. Please check Perkins US Strategic to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Perkins US Strategic Technical Analysis

Transformation
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Perkins US Projected Return Density Against Market

Assuming 30 trading days horizon, Perkins US has beta of 0.0 suggesting the returns on DOW and Perkins US do not appear to be very sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Perkins US is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Perkins US Strategic Value E EUR Acc Hdg is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Perkins US Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.651% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Perkins US Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Perkins US Strategic Value E EUR Acc Hdg. 0% of all equities and portfolios are less risky than Perkins US. Compared to the overall equity markets, volatility of historical daily returns of Perkins US Strategic Value E EUR Acc Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Perkins US Current Risk Indicators

Perkins US Suggested Diversification Pairs

See also Investing Opportunities. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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