ANIMA Variable (Ireland) Risk Analysis And Volatility Evaluation

F00000SGU1 -- Ireland Fund  

EUR 4.83  0.01  0.21%

Macroaxis considers ANIMA Variable to be unknown risk. ANIMA Variable Rate secures Sharpe Ratio (or Efficiency) of -0.5774 which signifies that ANIMA Variable Rate had -0.5774% of return per unit of return volatility over the last 2 months. Macroaxis approach to foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ANIMA Variable Rate Bond I EUR Acc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ANIMA Variable Rate Risk Adjusted Performance of (0.14) and Mean Deviation of 0.6071 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

ANIMA Variable Market Sensitivity

As returns on market increase, ANIMA Variable returns are expected to increase less than the market. However during bear market, the loss on holding ANIMA Variable will be expected to be smaller as well.
2 Months Beta |Analyze ANIMA Variable Rate Demand Trend
Check current 30 days ANIMA Variable correlation with market (DOW)
β = 0.0308

ANIMA Variable Central Daily Price Deviation

ANIMA Variable Rate Technical Analysis

Transformation
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ANIMA Variable Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Variable has beta of 0.0308 suggesting as returns on market go up, ANIMA Variable average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ANIMA Variable Rate Bond I EUR Acc will be expected to be much smaller as well. Additionally, ANIMA Variable Rate Bond I EUR Acc 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 ANIMA Variable is -173.21. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.12. The mean deviation of ANIMA Variable Rate Bond I EUR Acc is currently at 0.09. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.14
β
Beta against DOW=0.0308
σ
Overall volatility
=0.12
Ir
Information ratio =0.0274

ANIMA Variable Return Volatility

ANIMA Variable Rate Bond I EUR Acc accepts 0.1193% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ANIMA Variable Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

ANIMA Variable Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 10.92 times more volatile than ANIMA Variable Rate Bond I EUR Acc. 1% of all equities and portfolios are less risky than ANIMA Variable. Compared to the overall equity markets, volatility of historical daily returns of ANIMA Variable Rate Bond I EUR Acc is lower than 1 (%) of all global equities and portfolios over the last 30 days. Use ANIMA Variable Rate Bond I EUR Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of ANIMA Variable to be traded at €5.07 in 30 days. As returns on market increase, ANIMA Variable returns are expected to increase less than the market. However during bear market, the loss on holding ANIMA Variable will be expected to be smaller as well.

ANIMA Variable correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding ANIMA Variable Rate Bond I EUR and equity matching DJI index in the same portfolio.

ANIMA Variable Volatility Indicators

ANIMA Variable Rate Bond I EUR Acc Current Risk Indicators

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