SSgA GBP (Ireland) Risk Analysis And Volatility Evaluation

F00000NMLU -- Ireland Fund  

GBp 1,140  0.00  0.00%

Our philosophy towards measuring 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 SSgA GBP Liquidity Z Acc which you can use to evaluate future volatility of the fund. Please validate SSgA GBP to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

SSgA GBP Liquidity 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, SSgA GBP has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and SSgA GBP are completely uncorrelated. Furthermore, SSgA GBP Liquidity Z AccIt does not look like SSgA GBP alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

SSgA GBP Liquidity Z Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SSgA GBP Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

SSgA GBP Investment Opportunity
DOW has a standard deviation of returns of 1.46 and is 9.223372036854776E16 times more volatile than SSgA GBP Liquidity Z Acc. 0% of all equities and portfolios are less risky than SSgA GBP. Compared to the overall equity markets, volatility of historical daily returns of SSgA GBP Liquidity Z Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

SSgA GBP Current Risk Indicators
Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.