F00000PHA0 (Ireland) Risk Analysis And Volatility Evaluation

F00000PHA0 -- Ireland Fund  

GBp 11,521  68.00  0.59%

Macroaxis considers F00000PHA0 to be unknown risk. F00000PHA0 IR retains Efficiency (Sharpe Ratio) of -0.4264 which denotes F00000PHA0 IR had -0.4264% 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 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.
Horizon     30 Days    Login   to change

F00000PHA0 IR Technical Analysis

Transformation
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F00000PHA0 Projected Return Density Against Market

Assuming 30 trading days horizon, F00000PHA0 has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and F00000PHA0 are completely uncorrelated. Furthermore, F00000PHA0 IRIt does not look like F00000PHA0 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of F00000PHA0 is -234.5. The daily returns are destributed with a variance of 0.25 and standard deviation of 0.5. The mean deviation of F00000PHA0 IR is currently at 0.39. For similar time horizon, the selected benchmark (DOW) has volatility of 1.02
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.50
Ir
Information ratio =0.00

F00000PHA0 Return Volatility

F00000PHA0 IR accepts 0.5038% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

F00000PHA0 Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

F00000PHA0 Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 2.1 times more volatile than F00000PHA0 IR. 4% of all equities and portfolios are less risky than F00000PHA0. Compared to the overall equity markets, volatility of historical daily returns of F00000PHA0 IR is lower than 4 (%) of all global equities and portfolios over the last 30 days.

F00000PHA0 Volatility Indicators

F00000PHA0 IR Current Risk Indicators

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