Kames Global (Ireland) Risk Analysis And Volatility Evaluation

F00000QJYN -- Ireland Fund  

EUR 16.07  0.20  1.23%

We consider Kames Global unknown risk. Kames Global Equity has Sharpe Ratio of 0.136 which conveys that Kames Global Equity had 0.136% of return per unit of risk over the last 1 month. Our philosophy 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 Kames Global which you can use to evaluate future volatility of the organization. Please verify Kames Global Equity Income EUR B Acc H Mean Deviation of 0.4077 and Risk Adjusted Performance of 0.07 to check out if risk estimate we provide are consistent with the epected return of 0.1447%.
Horizon     30 Days    Login   to change

Kames Global Market Sensitivity

As returns on market increase, Kames Global returns are expected to increase less than the market. However during bear market, the loss on holding Kames Global will be expected to be smaller as well.
One Month Beta |Analyze Kames Global Equity Demand Trend
Check current 30 days Kames Global correlation with market (DOW)
β = 0.0748
Kames Global Small BetaKames Global Equity Beta Legend

Kames Global Equity Technical Analysis

Transformation
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Kames Global Projected Return Density Against Market

Assuming 30 trading days horizon, Kames Global has beta of 0.0748 suggesting as returns on market go up, Kames Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kames Global Equity Income EUR B Acc H will be expected to be much smaller as well. Moreover, Kames Global Equity Income EUR B Acc H has an alpha of 0.0645 implying that it can potentially generate 0.0645% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Kames Global is 735.41. The daily returns are destributed with a variance of 1.13 and standard deviation of 1.06. The mean deviation of Kames Global Equity Income EUR B Acc H is currently at 0.76. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.06
β
Beta against DOW=0.07
σ
Overall volatility
=1.06
Ir
Information ratio =0.12

Kames Global Return Volatility

Kames Global Equity Income EUR B Acc H accepts 1.0643% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kames Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Kames Global Investment Opportunity

Kames Global Equity Income EUR B Acc H has a volatility of 1.06 and is 2.36 times more volatile than DOW. 9% of all equities and portfolios are less risky than Kames Global. Compared to the overall equity markets, volatility of historical daily returns of Kames Global Equity Income EUR B Acc H is lower than 9 (%) of all global equities and portfolios over the last 30 days. Use Kames Global Equity Income EUR B Acc H to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Kames Global to be traded at €15.59 in 30 days. As returns on market increase, Kames Global returns are expected to increase less than the market. However during bear market, the loss on holding Kames Global will be expected to be smaller as well.

Kames Global correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kames Global Equity Income EUR and equity matching DJI index in the same portfolio.

Kames Global Volatility Indicators

Kames Global Equity Income EUR B Acc H Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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