Veritas Global (Ireland) Risk Analysis And Volatility Evaluation

F00000OKTJ -- Ireland Fund  

GBp 4,612  4.00  0.09%

Macroaxis considers Veritas Global unknown risk given 1 month investment horizon. Veritas Global Focus owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5774 which indicates Veritas Global Focus had 0.5774% 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 Veritas Global Focus GBP D which you can use to evaluate future volatility of the fund. Please operate Veritas Global Coefficient Of Variation of 435.37 and Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
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 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.
Assuming 30 trading days horizon, the coefficient of variation of Veritas Global is 173.21. The daily returns are destributed with a variance of 0.4 and standard deviation of 0.63. The mean deviation of Veritas Global Focus GBP D is currently at 0.49. 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
=0.63
Ir
Information ratio =0.00

Veritas Global Return Volatility

Veritas Global Focus GBP D accepts 0.6328% 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

Insignificant

Investment Outlook

Veritas Global Investment Opportunity

DOW has a standard deviation of returns of 1.08 and is 1.71 times more volatile than Veritas Global Focus GBP D. 5% 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 5 (%) of all global equities and portfolios over the last 30 days.

Veritas Global Volatility Indicators

Veritas Global Focus GBP D Current Risk Indicators

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