FC Real (Ireland) Risk Analysis And Volatility Evaluation

F00000P8GT -- Ireland Fund  

EUR 11.55  0.00  0.00%

Macroaxis considers FC Real to be unknown risk. FC Real Estate retains Efficiency (Sharpe Ratio) of -0.2707 which denotes FC Real Estate had -0.2707% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. FC Real exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FC Real Estate Equity LS A EUR Acc Standard Deviation of 0.1534 to check risk estimate we provide.
Horizon     30 Days    Login   to change

FC Real Estate Technical Analysis

Transformation
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FC Real Projected Return Density Against Market

Assuming 30 trading days horizon, FC Real has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and FC Real are completely uncorrelated. Furthermore, FC Real Estate Equity LS A EUR AccIt does not look like FC Real alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of FC Real is -369.37. The daily returns are destributed with a variance of 0.05 and standard deviation of 0.23. The mean deviation of FC Real Estate Equity LS A EUR Acc is currently at 0.17. 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
=0.23
Ir
Information ratio =0.00

FC Real Return Volatility

FC Real Estate Equity LS A EUR Acc accepts 0.2271% 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

FC Real Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

FC Real Investment Opportunity

DOW has a standard deviation of returns of 1.08 and is 4.7 times more volatile than FC Real Estate Equity LS A EUR Acc. 2% of all equities and portfolios are less risky than FC Real. Compared to the overall equity markets, volatility of historical daily returns of FC Real Estate Equity LS A EUR Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days.

FC Real Volatility Indicators

FC Real Estate Equity LS A EUR Acc Current Risk Indicators

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