Sanlam FOUR (Ireland) Risk Analysis And Volatility

F00000T35N -- Ireland Fund  

USD 12.40  0.38  2.97%

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 Sanlam FOUR Stable Global Eq A USD Acc which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR Coefficient Of Variation of 514.4 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Sanlam FOUR Stable Technical Analysis

Transformation
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Sanlam FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 suggesting the returns on DOW and Sanlam FOUR do not appear to be related. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Sanlam FOUR Return Volatility

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

Sanlam FOUR Investment Opportunity

DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than Sanlam FOUR Stable Global Eq A USD Acc. 0% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR Stable Global Eq A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sanlam FOUR Current Risk Indicators

Sanlam FOUR Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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