Algebris Financial (Ireland) Risk Analysis And Volatility

F00000QTIP -- Ireland Fund  

EUR 128.34  0.28  0.22%

Our philosophy in foreseeing 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 Algebris Financial Credit R EUR Acc which you can use to evaluate future volatility of the entity. Please confirm Algebris Financial Mean Deviation of 0.2779 and Risk Adjusted Performance of (0.009183) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Algebris Financial Market Sensitivity

As returns on market increase, returns on owning Algebris Financial are expected to decrease at a much smaller rate. During bear market, Algebris Financial is likely to outperform the market.
2 Months Beta |Analyze Algebris Financial Demand Trend
Check current 30 days Algebris Financial correlation with market (DOW)
β = -0.1646

Algebris Financial Central Daily Price Deviation

Algebris Financial Technical Analysis

Transformation
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Algebris Financial Projected Return Density Against Market

Assuming 30 trading days horizon, Algebris Financial Credit R EUR Acc has beta of -0.1646 suggesting as returns on benchmark increase, returns on holding Algebris Financial are expected to decrease at a much smaller rate. During bear market, however, Algebris Financial Credit R EUR Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Algebris Financial is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0004
β
Beta against DOW=0.16
σ
Overall volatility
=0.00
Ir
Information ratio =0.19

Algebris Financial Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Algebris Financial Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Algebris Financial Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than Algebris Financial Credit R EUR Acc. 0% of all equities and portfolios are less risky than Algebris Financial. Compared to the overall equity markets, volatility of historical daily returns of Algebris Financial Credit R EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Algebris Financial Credit R EUR Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Algebris Financial to be traded at €127.06 in 30 days. . As returns on market increase, returns on owning Algebris Financial are expected to decrease at a much smaller rate. During bear market, Algebris Financial is likely to outperform the market.

Algebris Financial correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Algebris Financial Credit R EU and equity matching DJI index in the same portfolio.

Algebris Financial Volatility Indicators

Algebris Financial Credit R EUR Acc Current Risk Indicators

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