GlobalAccess Glbl (Ireland) Risk Analysis And Volatility

F00000OXJG -- Ireland Fund  

GBp 99.00  1.00  1.00%

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 GlobalAccess Glbl Short which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Glbl Market Risk Adjusted Performance of 0.6195 and Risk Adjusted Performance of (0.08) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GlobalAccess Glbl Market Sensitivity

As returns on market increase, returns on owning GlobalAccess Glbl are expected to decrease at a much smaller rate. During bear market, GlobalAccess Glbl is likely to outperform the market.
2 Months Beta |Analyze GlobalAccess Glbl Short Demand Trend
Check current 30 days GlobalAccess Glbl correlation with market (DOW)
β = -0.1478

GlobalAccess Glbl Central Daily Price Deviation

GlobalAccess Glbl Short Technical Analysis

Transformation
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GlobalAccess Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, GlobalAccess Glbl Short Dur Bd has beta of -0.1478 suggesting as returns on benchmark increase, returns on holding GlobalAccess Glbl are expected to decrease at a much smaller rate. During bear market, however, GlobalAccess Glbl Short Dur Bd is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GlobalAccess Glbl Short is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

GlobalAccess Glbl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GlobalAccess Glbl Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GlobalAccess Glbl Investment Opportunity

DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than GlobalAccess Glbl Short Dur Bd. 0% of all equities and portfolios are less risky than GlobalAccess Glbl. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess Glbl Short Dur Bd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess Glbl Short Dur Bd to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of GlobalAccess Glbl to be traded at p;97.02 in 30 days. . As returns on market increase, returns on owning GlobalAccess Glbl are expected to decrease at a much smaller rate. During bear market, GlobalAccess Glbl is likely to outperform the market.

GlobalAccess Glbl correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GlobalAccess Glbl Short Dur Bd and equity matching DJI index in the same portfolio.

GlobalAccess Glbl Volatility Indicators

GlobalAccess Glbl Short Dur Bd Current Risk Indicators

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