FC Real (Ireland) Risk Analysis And Volatility

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 B EUR Acc to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

FC Real Estate Technical Analysis

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FC Real Projected Return Density Against Market

Assuming 30 trading days horizon, FC Real has beta of 0.0 suggesting the returns on DOW and FC Real do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of FC Real is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of FC Real Estate Equity LS B EUR Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.66
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

FC Real Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.66% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

FC Real Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than FC Real Estate Equity LS B 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 B EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

FC Real Current Risk Indicators

FC Real Suggested Diversification Pairs

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