DCI Glbl (Ireland) Risk Analysis And Volatility Evaluation

F00000OC6V -- Ireland Fund  

EUR 110.25  0.42  0.38%

Our approach into predicting 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 DCI Glbl IG Corp Bd Sht Dur B Instl Acc which you can use to evaluate future volatility of the entity. Please confirm DCI Glbl IG Mean Deviation of 0.186 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

DCI Glbl Market Sensitivity

As returns on market increase, DCI Glbl returns are expected to increase less than the market. However during bear market, the loss on holding DCI Glbl will be expected to be smaller as well.
One Month Beta |Analyze DCI Glbl IG Demand Trend
Check current 30 days DCI Glbl correlation with market (DOW)
β = 0.0217
DCI Glbl Small BetaDCI Glbl IG Beta Legend

DCI Glbl IG Technical Analysis

Transformation
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DCI Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, DCI Glbl has beta of 0.0217 suggesting as returns on market go up, DCI Glbl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DCI Glbl IG Corp Bd Sht Dur B Instl Acc will be expected to be much smaller as well. Additionally, DCI Glbl IG Corp Bd Sht Dur B Instl Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.0217
σ
Overall volatility
=0.00
Ir
Information ratio =0.25

DCI Glbl Return Volatility

DCI Glbl IG Corp Bd Sht Dur B Instl Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

DCI Glbl Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than DCI Glbl IG Corp Bd Sht Dur B Instl Acc. 0% of all equities and portfolios are less risky than DCI Glbl. Compared to the overall equity markets, volatility of historical daily returns of DCI Glbl IG Corp Bd Sht Dur B Instl Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DCI Glbl IG Corp Bd Sht Dur B Instl Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of DCI Glbl to be traded at €109.15 in 30 days. As returns on market increase, DCI Glbl returns are expected to increase less than the market. However during bear market, the loss on holding DCI Glbl will be expected to be smaller as well.

DCI Glbl correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding DCI Glbl IG Corp Bd Sht Dur B and equity matching DJI index in the same portfolio.

DCI Glbl Volatility Indicators

DCI Glbl IG Corp Bd Sht Dur B Instl Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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