FC Real (Ireland) Risk Analysis And Volatility Evaluation

F00000P8GU -- Ireland Fund  

EUR 11.65  0.00  0.00%

Macroaxis considers FC Real to be unknown risk. FC Real Estate retains Efficiency (Sharpe Ratio) of -0.5681 which denotes FC Real Estate had -0.5681% of return per unit of price deviation over the last 2 months. 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 B EUR Acc Standard Deviation of 0.473 and Market Risk Adjusted Performance of (0.96) to check risk estimate we provide.
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 = -0.0375

FC Real Central Daily Price Deviation

FC Real Estate Technical Analysis

Transformation
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FC Real Projected Return Density Against Market

Assuming 30 trading days horizon, FC Real Estate Equity LS B EUR Acc has beta of -0.0375 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 B EUR Acc is likely to outperform the market. Moreover, FC Real Estate Equity LS B EUR Acc has an alpha of 0.03 implying that it can potentially generate 0.03% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of FC Real is -176.04. The daily returns are destributed with a variance of 0.18 and standard deviation of 0.42. The mean deviation of FC Real Estate Equity LS B EUR Acc is currently at 0.3. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.03
β
Beta against DOW=0.04
σ
Overall volatility
=0.42
Ir
Information ratio =0.43

FC Real Return Volatility

FC Real Estate Equity LS B EUR Acc accepts 0.4232% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% 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 1.31 and is 3.12 times more volatile than FC Real Estate Equity LS B EUR Acc. 3% 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 B EUR Acc is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use FC Real Estate Equity LS B EUR Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of FC Real to be traded at €11.53 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
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding FC Real Estate Equity LS B EUR and equity matching DJI index in the same portfolio.

FC Real Volatility Indicators

FC Real Estate Equity LS B EUR Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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