Wellington Global (Ireland) Risk Analysis And Volatility

F00000OM8L -- Ireland Fund  

EUR 12.75  0.02  0.00%

Our philosophy towards determining 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 Wellington Global which you can use to evaluate future volatility of the fund. Please check out Wellington Global Market Risk Adjusted Performance of (0.51) and Mean Deviation of 0.1523 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Wellington Global Market Sensitivity

As returns on market increase, Wellington Global returns are expected to increase less than the market. However during bear market, the loss on holding Wellington Global will be expected to be smaller as well.
2 Months Beta |Analyze Wellington Global Demand Trend
Check current 30 days Wellington Global correlation with market (DOW)
β = 0.0214

Wellington Global Central Daily Price Deviation

Wellington Global Technical Analysis

Transformation
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Wellington Global Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Global has beta of 0.0214 suggesting as returns on market go up, Wellington Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Wellington Global HY Bond S EU will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Wellington Global is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0098
β
Beta against DOW=0.0214
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

Wellington Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9504% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Wellington Global Investment Opportunity

DOW has a standard deviation of returns of 1.95 and is 9.223372036854776E16 times more volatile than Wellington Global HY Bond S EU. 0% of all equities and portfolios are less risky than Wellington Global. Compared to the overall equity markets, volatility of historical daily returns of Wellington Global HY Bond S EU is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington Global HY Bond S EU to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Wellington Global to be traded at €13.39 in 30 days. . As returns on market increase, Wellington Global returns are expected to increase less than the market. However during bear market, the loss on holding Wellington Global will be expected to be smaller as well.

Wellington Global correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Wellington Global HY Bond S EU and equity matching DJI index in the same portfolio.

Wellington Global Volatility Indicators

Wellington Global HY Bond S EU Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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