Kames Global (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards estimating 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 Kames Global which you can use to evaluate future volatility of the organization. Please verify Kames Global Equity Income B GBP Acc H Mean Deviation of 1.18 and Risk Adjusted Performance of 0.05 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Kames Global Market Sensitivity

As returns on market increase, returns on owning Kames Global are expected to decrease at a much smaller rate. During bear market, Kames Global is likely to outperform the market.
One Month Beta |Analyze Kames Global Equity Demand Trend
Check current 30 days Kames Global correlation with market (DOW)
β = -0.6056
Kames Global Almost negative betaKames Global Equity Beta Legend

Kames Global Equity 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, Kames Global Equity Income B GBP Acc H has beta of -0.6056 suggesting as returns on benchmark increase, returns on holding Kames Global are expected to decrease at a much smaller rate. During bear market, however, Kames Global Equity Income B GBP Acc H is likely to outperform the market. Additionally, Kames Global Equity Income B GBP Acc H 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
=0.23
β
Beta against DOW=0.61
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

Actual Return Volatility

Kames Global Equity Income B GBP Acc H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4414% 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
DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than Kames Global Equity Income B GBP Acc H. 0% 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 B GBP Acc H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kames Global Equity Income B GBP Acc H to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Kames Global to be traded at p;0.0 in 30 days. As returns on market increase, returns on owning Kames Global are expected to decrease at a much smaller rate. During bear market, Kames Global is likely to outperform the market.

Kames Global correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kames Global Equity Income B G and equity matching DJI index in the same portfolio.
Additionally see Investing Opportunities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.