GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000QH8U -- Ireland Fund  

GBp 1,004  1.00  0.1%

Our approach towards determining 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 GAM Star Abs which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
2 Months Beta |Analyze GAM Star Abs Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.0033

GAM Star Central Daily Price Deviation

GAM Star Abs Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0033 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Abs Ret Bd Defender I will be expected to be much smaller as well. Additionally, GAM Star Abs Ret Bd Defender I has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.0033
σ
Overall volatility
=0.00
Ir
Information ratio =0.49

GAM Star Return Volatility

GAM Star Abs Ret Bd Defender I accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Price Ceiling Movement Now

   

Price Ceiling Movement

Calculate and plot Price Ceiling Movement for different equity instruments
All  Next Launch Price Ceiling Movement

Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than GAM Star Abs Ret Bd Defender I. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Abs Ret Bd Defender I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Abs Ret Bd Defender I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GAM Star to be traded at p;1054.2 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Abs Ret Bd Defender I and equity matching DJI index in the same portfolio.

GAM Star Volatility Indicators

GAM Star Abs Ret Bd Defender I Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
Search macroaxis.com