GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000QIGB -- Ireland Fund  

GBp 1,977  61.00  3.18%

Macroaxis considers GAM Star unknown risk given 1 month investment horizon. GAM Star Global holds Efficiency (Sharpe) Ratio of 0.153 which attests that GAM Star Global had 0.153% of return per unit of risk over the last 1 month. Our approach towards determining 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 GAM Star Global which you can use to evaluate future volatility of the entity. Please utilize GAM Star to validate if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
One Month Beta |Analyze GAM Star Global Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.0158
GAM Star Almost negative betaGAM Star Global Beta Legend

GAM Star Global 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star Global Quality Instl GBP has beta of -0.0158 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Global Quality Instl GBP is likely to outperform the market. Additionally, GAM Star Global Quality Instl GBP 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 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is 653.52. The daily returns are destributed with a variance of 4.44 and standard deviation of 2.11. The mean deviation of GAM Star Global Quality Instl GBP is currently at 1.43. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.02
β
Beta against DOW=0.02
σ
Overall volatility
=2.11
Ir
Information ratio =1.81

Actual Return Volatility

GAM Star Global Quality Instl GBP accepts 2.1063% volatility on return distribution over the 30 days horizon. DOW inherits 0.5751% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

GAM Star Investment Opportunity
GAM Star Global Quality Instl GBP has a volatility of 2.11 and is 3.64 times more volatile than DOW. 19% 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 Global Quality Instl GBP is lower than 19 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Global Quality Instl GBP to enhance returns of your portfolios. The fund experiences unexpected upward trend. Watch out for market signals. Check odds of GAM Star to be traded at p;2372.4 in 30 days. As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.

GAM Star correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Global Quality Instl and equity matching DJI index in the same portfolio.
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