Veritas Global (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 Veritas Global Focus EUR D which you can use to evaluate future volatility of the fund. Please validate Veritas Global to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Veritas Global Focus Technical Analysis

Transformation
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Veritas Global Projected Return Density Against Market

Assuming 30 trading days horizon, Veritas Global has beta of 0.0 suggesting the returns on DOW and Veritas Global 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.
Assuming 30 trading days horizon, the coefficient of variation of Veritas Global is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Veritas Global Focus EUR D is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Veritas Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7732% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Veritas Global Investment Opportunity

DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Veritas Global Focus EUR D. 0% of all equities and portfolios are less risky than Veritas Global. Compared to the overall equity markets, volatility of historical daily returns of Veritas Global Focus EUR D is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Veritas Global Current Risk Indicators

Veritas Global Suggested Diversification Pairs

See also Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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