Veritas Global (Ireland) Risk Analysis And Volatility Evaluation

F00000OKTJ -- Ireland Fund  

GBp 4,590  30.00  0.66%

Our philosophy towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Veritas Global Focus GBP D which you can use to evaluate future volatility of the fund. Please validate Veritas Global Coefficient Of Variation of 374.35 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Veritas Global Focus Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Veritas Global has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Veritas Global are completely uncorrelated. Furthermore, Veritas Global Focus GBP DIt does not look like Veritas Global alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Veritas Global Focus GBP D accepts 0.0% 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

Veritas Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Veritas Global Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Veritas Global Focus GBP 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 GBP D is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Veritas Global Current Risk Indicators
Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.