FundLogic (Ireland) Risk Analysis And Volatility Evaluation

F00000UKAW -- Ireland Fund  

EUR 9.89  0.01  0.10%

Macroaxis considers FundLogic to be unknown risk. FundLogic MS Fdrm secures Sharpe Ratio (or Efficiency) of -0.7071 which denotes FundLogic MS Fdrm had -0.7071% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. FundLogic MS Fdrm EqSmtBtDyn Prot 80 A exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FundLogic MS Fdrm Coefficient Of Variation of 1410.26 and Mean Deviation of 0.2032 to check risk estimate we provide.
Horizon     30 Days    Login   to change

FundLogic Market Sensitivity

As returns on market increase, FundLogic returns are expected to increase less than the market. However during bear market, the loss on holding FundLogic will be expected to be smaller as well.
One Month Beta |Analyze FundLogic MS Fdrm Demand Trend
Check current 30 days FundLogic correlation with market (DOW)
β = 0.1846
FundLogic Small BetaFundLogic MS Fdrm Beta Legend

FundLogic MS Fdrm Technical Analysis

Transformation
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FundLogic Projected Return Density Against Market

Assuming 30 trading days horizon, FundLogic has beta of 0.1846 suggesting as returns on market go up, FundLogic average returns are expected to increase less than the benchmark. However during bear market, the loss on holding FundLogic MS Fdrm EqSmtBtDyn Prot 80 A will be expected to be much smaller as well. Additionally, FundLogic MS Fdrm EqSmtBtDyn Prot 80 A 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 FundLogic is -141.42. The daily returns are destributed with a variance of 0.13 and standard deviation of 0.36. The mean deviation of FundLogic MS Fdrm EqSmtBtDyn Prot 80 A is currently at 0.25. For similar time horizon, the selected benchmark (DOW) has volatility of 0.38
α
Alpha over DOW
=0.0032
β
Beta against DOW=0.18
σ
Overall volatility
=0.36
Ir
Information ratio =0.23

FundLogic Return Volatility

FundLogic MS Fdrm EqSmtBtDyn Prot 80 A accepts 0.3557% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

FundLogic Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

FundLogic Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 1.08 times more volatile than FundLogic MS Fdrm EqSmtBtDyn Prot 80 A. 3% of all equities and portfolios are less risky than FundLogic. Compared to the overall equity markets, volatility of historical daily returns of FundLogic MS Fdrm EqSmtBtDyn Prot 80 A is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use FundLogic MS Fdrm EqSmtBtDyn Prot 80 A to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of FundLogic to be traded at €9.79 in 30 days. As returns on market increase, FundLogic returns are expected to increase less than the market. However during bear market, the loss on holding FundLogic will be expected to be smaller as well.

FundLogic correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding FundLogic MS Fdrm EqSmtBtDyn P and equity matching DJI index in the same portfolio.

FundLogic Volatility Indicators

FundLogic MS Fdrm EqSmtBtDyn Prot 80 A Current Risk Indicators

Additionally see Investing Opportunities. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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