Trojan Income (Ireland) Risk Analysis And Volatility Evaluation

F00000SJ7U -- Ireland Fund  

EUR 1.43  0.00  0.00%

Our philosophy towards measuring 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 Trojan Income Feeder O EUR Acc which you can use to evaluate future volatility of the fund. Please validate Trojan Income Coefficient Of Variation of 16597.05 and Risk Adjusted Performance of 0.0079 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Trojan Income Market Sensitivity

As returns on market increase, Trojan Income returns are expected to increase less than the market. However during bear market, the loss on holding Trojan Income will be expected to be smaller as well.
One Month Beta |Analyze Trojan Income Feeder Demand Trend
Check current 30 days Trojan Income correlation with market (DOW)
β = 0.2837

Trojan Income Central Daily Price Deviation

Trojan Income Feeder 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.

Trojan Income Projected Return Density Against Market

Assuming 30 trading days horizon, Trojan Income has beta of 0.2837 suggesting as returns on market go up, Trojan Income average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Trojan Income Feeder O EUR Acc will be expected to be much smaller as well. Additionally, Trojan Income Feeder O 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 
α
Alpha over DOW
=0.003
β
Beta against DOW=0.28
σ
Overall volatility
=0.00
Ir
Information ratio =0.004

Trojan Income Return Volatility

Trojan Income Feeder O EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2203% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Trojan Income Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Trojan Income Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than Trojan Income Feeder O EUR Acc. 0% of all equities and portfolios are less risky than Trojan Income. Compared to the overall equity markets, volatility of historical daily returns of Trojan Income Feeder O EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Trojan Income Feeder O EUR Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Trojan Income to be traded at €1.4157 in 30 days. As returns on market increase, Trojan Income returns are expected to increase less than the market. However during bear market, the loss on holding Trojan Income will be expected to be smaller as well.

Trojan Income correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Trojan Income Feeder O EUR Acc and equity matching DJI index in the same portfolio.

Trojan Income Volatility Indicators

Trojan Income Feeder O EUR Acc Current Risk Indicators

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