Sanlam FOUR (Ireland) Risk Analysis And Volatility Evaluation

F00000NOH0 -- Ireland Fund  

USD 18.69  0.15  0.81%

Macroaxis considers Sanlam FOUR unknown risk given 1 month investment horizon. Sanlam FOUR Global owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.8736 which indicates Sanlam FOUR Global had 0.8736% of return per unit of risk over the last 1 month. 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 operate Sanlam FOUR Coefficient Of Variation of 570.47 and Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
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 unless we do not have required data, the returns on DOW and Sanlam FOUR are completely uncorrelated. Furthermore, Sanlam FOUR Global Equity B USDIt does not look like Sanlam FOUR alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Sanlam FOUR is 114.47. The daily returns are destributed with a variance of 0.17 and standard deviation of 0.41. The mean deviation of Sanlam FOUR Global Equity B USD is currently at 0.3. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.41
Ir
Information ratio =0.00

Sanlam FOUR Return Volatility

Sanlam FOUR Global Equity B USD accepts 0.4119% 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

Sanlam FOUR Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Sanlam FOUR Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 1.07 times more volatile than Sanlam FOUR Global Equity B USD. 3% 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 3 (%) 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 Transaction History module to view history of all your transactions and understand their impact on performance.
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