NFB Global (Ireland) Risk Analysis And Volatility

Our approach towards estimating 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 NFB Global which you can use to evaluate future volatility of the organization. Please verify NFB Global Balanced Fd of Fds A USD Acc to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

NFB Global Balanced Technical Analysis

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NFB Global Projected Return Density Against Market

Assuming 30 trading days horizon, NFB Global has beta of 0.0 suggesting the returns on DOW and NFB Global 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 NFB Global is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of NFB Global Balanced Fd of Fds A USD Acc is currently at 0.0. 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
=0.00
Ir
Information ratio =0.00

NFB Global Return Volatility

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

NFB Global Investment Opportunity

DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than NFB Global Balanced Fd of Fds A USD Acc. 0% of all equities and portfolios are less risky than NFB Global. Compared to the overall equity markets, volatility of historical daily returns of NFB Global Balanced Fd of Fds A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

NFB Global Current Risk Indicators

NFB Global Suggested Diversification Pairs

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