FC Real (Ireland) Risk Analysis And Volatility Evaluation

F00000P8GT -- Ireland Fund  

EUR 11.30  0.06  0.53%

Our way in which we are predicting 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 FC Real which you can use to evaluate future volatility of the entity. Please confirm FC Real Estate Equity LS A EUR Acc Standard Deviation of 0.1575 and Market Risk Adjusted Performance of (1.03) to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

FC Real Market Sensitivity

As returns on market increase, returns on owning FC Real are expected to decrease at a much smaller rate. During bear market, FC Real is likely to outperform the market.
2 Months Beta |Analyze FC Real Estate Demand Trend
Check current 30 days FC Real correlation with market (DOW)
β = -0.0229

FC Real Central Daily Price Deviation

FC Real Estate Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

FC Real Projected Return Density Against Market

Assuming 30 trading days horizon, FC Real Estate Equity LS A EUR Acc has beta of -0.0229 suggesting as returns on benchmark increase, returns on holding FC Real are expected to decrease at a much smaller rate. During bear market, however, FC Real Estate Equity LS A EUR Acc is likely to outperform the market. Moreover, FC Real Estate Equity LS A EUR Acc has an alpha of 0.0201 implying that it can potentially generate 0.0201% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0201
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =1.19

FC Real Return Volatility

FC Real Estate Equity LS A EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

FC Real Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

FC Real Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than FC Real Estate Equity LS A EUR Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use FC Real Estate Equity LS A EUR Acc to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of FC Real to be traded at €11.07 in 30 days. As returns on market increase, returns on owning FC Real are expected to decrease at a much smaller rate. During bear market, FC Real is likely to outperform the market.

FC Real correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding FC Real Estate Equity LS A EUR and equity matching DJI index in the same portfolio.

FC Real Volatility Indicators

FC Real Estate Equity LS A EUR Acc Current Risk Indicators

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