Sanlam FOUR (Ireland) Risk Analysis And Volatility

F00000NOH0 -- Ireland Fund  

USD 15.37  0.59  3.70%

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 Sanlam FOUR Global Equity B USD which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR Semi Deviation of 0.719, Coefficient Of Variation of 1708.8 and Risk Adjusted Performance of 0.0925 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sanlam FOUR Global Technical Analysis

Transformation
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Sanlam FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 suggesting the returns on DOW and Sanlam FOUR 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.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

Sanlam FOUR Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sanlam FOUR Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Sanlam FOUR Investment Opportunity

DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Sanlam FOUR Global Equity B USD. 0% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR Global Equity B USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sanlam FOUR Volatility Indicators

Sanlam FOUR Global Equity B USD Current Risk Indicators

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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