F00000PHA0 IR (Ireland) Risk Analysis And Volatility Evaluation

F00000PHA0 -- Ireland Fund  

GBp 11,639  3.00  0.0258%

Macroaxis considers F00000PHA0 IR to be unknown risk. F00000PHA0 IR retains Efficiency (Sharpe Ratio) of -0.1914 which denotes F00000PHA0 IR had -0.1914% 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. F00000PHA0 IR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm F00000PHA0 IR to check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

F00000PHA0 IR Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, F00000PHA0 IR has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and F00000PHA0 IR are completely uncorrelated. Furthermore, F00000PHA0 IRIt does not look like F00000PHA0 IR alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of F00000PHA0 IR is -522.48. The daily returns are destributed with a variance of 0.07 and standard deviation of 0.27. The mean deviation of F00000PHA0 IR is currently at 0.16. 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
=0.27
Ir
Information ratio =0.00

Actual Return Volatility

F00000PHA0 IR accepts 0.2672% 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