SSgA GBP (Ireland) Risk Analysis And Volatility

Our philosophy towards measuring 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 SSgA GBP Liquidity Z Acc which you can use to evaluate future volatility of the fund. Please validate SSgA GBP Coefficient Of Variation of 196.34 and Risk Adjusted Performance of 0.2117 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

SSgA GBP Market Sensitivity

As returns on market increase, SSgA GBP returns are expected to increase less than the market. However during bear market, the loss on holding SSgA GBP will be expected to be smaller as well.
2 Months Beta |Analyze SSgA GBP Liquidity Demand Trend
Check current 30 days SSgA GBP correlation with market (DOW)
β = 0.0168

SSgA GBP Central Daily Price Deviation

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.

SSgA GBP Projected Return Density Against Market

Assuming 30 trading days horizon, SSgA GBP has beta of 0.0168 suggesting as returns on market go up, SSgA GBP average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SSgA GBP Liquidity Z Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0152 implying that it can potentially generate 0.0152% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SSgA GBP is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SSgA GBP Liquidity Z Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.66
α
Alpha over DOW
=0.0152
β
Beta against DOW=0.0168
σ
Overall volatility
=0.00
Ir
Information ratio =0.49

SSgA GBP Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6639% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

SSgA GBP Investment Opportunity

DOW has a standard deviation of returns of 0.66 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. Use SSgA GBP Liquidity Z Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SSgA GBP to be traded at p;0.0 in 30 days. . As returns on market increase, SSgA GBP returns are expected to increase less than the market. However during bear market, the loss on holding SSgA GBP will be expected to be smaller as well.

SSgA GBP correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding SSgA GBP Liquidity Z Acc and equity matching DJI index in the same portfolio.

SSgA GBP Current Risk Indicators

SSgA GBP Suggested Diversification Pairs

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