Polar UK (Ireland) Risk Analysis And Volatility Evaluation

F00000UHSY -- Ireland Fund  

EUR 24.94  0.01  0.0401%

Our philosophy towards forecasting 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 Polar UK Absolute which you can use to evaluate future volatility of the fund. Please check Polar UK Absolute Coefficient Of Variation of 519.06 and Risk Adjusted Performance of 0.23 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Polar UK Market Sensitivity

As returns on market increase, returns on owning Polar UK are expected to decrease at a much smaller rate. During bear market, Polar UK is likely to outperform the market.
One Month Beta |Analyze Polar UK Absolute Demand Trend
Check current 30 days Polar UK correlation with market (DOW)
β = -0.0985
Polar UK Almost negative betaPolar UK Absolute Beta Legend

Polar UK Absolute 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.

Polar UK Projected Return Density Against Market

Assuming 30 trading days horizon, Polar UK Absolute Equity S Euro has beta of -0.0985 suggesting as returns on benchmark increase, returns on holding Polar UK are expected to decrease at a much smaller rate. During bear market, however, Polar UK Absolute Equity S Euro is likely to outperform the market. Additionally, Polar UK Absolute Equity S Euro 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
=0.13
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.45

Polar UK Return Volatility

Polar UK Absolute Equity S Euro accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Polar UK Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Polar UK Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than Polar UK Absolute Equity S Euro. 0% of all equities and portfolios are less risky than Polar UK. Compared to the overall equity markets, volatility of historical daily returns of Polar UK Absolute Equity S Euro is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Polar UK Absolute Equity S Euro to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Polar UK to be traded at €26.19 in 30 days. As returns on market increase, returns on owning Polar UK are expected to decrease at a much smaller rate. During bear market, Polar UK is likely to outperform the market.

Polar UK correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Polar UK Absolute Equity S Eur and equity matching DJI index in the same portfolio.

Polar UK Volatility Indicators

Polar UK Absolute Equity S Euro Current Risk Indicators

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