FC Real (Ireland) Risk Analysis And Volatility Evaluation

F00000P8GU -- Ireland Fund  

EUR 11.80  0.00  0.00%

Our way in which we are predicting volatility of a fund is to use all available market data together with company 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 Standard Deviation of 0.7043 and Market Risk Adjusted Performance of 1.64 to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

FC Real Market Sensitivity

As returns on market increase, FC Real returns are expected to increase less than the market. However during bear market, the loss on holding FC Real will be expected to be smaller as well.
One Month Beta |Analyze FC Real Estate Demand Trend
Check current 30 days FC Real correlation with market (DOW)
β = 0.0472
FC Real Small BetaFC Real Estate Beta Legend

FC Real Estate Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, FC Real has beta of 0.0472 suggesting as returns on market go up, FC Real average returns are expected to increase less than the benchmark. However during bear market, the loss on holding FC Real Estate Equity LS B EUR Acc will be expected to be much smaller as well. Moreover, FC Real Estate Equity LS B EUR Acc has an alpha of 0.0743 implying that it can potentially generate 0.0743% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0472
σ
Overall volatility
=0.00
Ir
Information ratio =0.0347

Actual Return Volatility

FC Real Estate Equity LS B EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5654% 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

Unaffected

Investment Outlook

FC Real Investment Opportunity
DOW has a standard deviation of returns of 0.57 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. 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 €11.68 in 30 days. As returns on market increase, FC Real returns are expected to increase less than the market. However during bear market, the loss on holding FC Real will be expected to be smaller as well.

FC Real correlation with market

Significant 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.
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