## Polar Capital (Ireland) Risk Analysis And Volatility Evaluation |

F00000UPXN -- Ireland Fund | ## EUR 12.56 0.08 0.64% |

We consider Polar Capital unknown risk. Polar Capital European maintains Sharpe Ratio (i.e. Efficiency) of 0.002 which implies Polar Capital European had 0.002% of return per unit of risk over the last 1 month. 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 Capital European which you can use to evaluate future volatility of the fund. Please check Polar Capital European Coefficient Of Variation of 500.32 and Risk Adjusted Performance of 0.0887 to confirm if risk estimate we provide are consistent with the epected return of 0.001%.

Horizon | 30 Days Login to change |

## Polar Capital Market Sensitivity

As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.One Month Beta |Analyze Polar Capital European Demand TrendCheck current 30 days Polar Capital correlation with market (DOW) β = 0.0424 |

## Polar Capital European 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 Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Polar Capital has beta of 0.0424 suggesting as returns on market go up, Polar Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Polar Capital European Income S Acc will be expected to be much smaller as well. Moreover, Polar Capital European Income S Acc has an alpha of 0.0576 implying that it can potentially generate 0.0576% excess return over DOW after adjusting for the inherited market risk (beta). Predicted Return Density |

Assuming 30 trading days horizon, the coefficient of variation of Polar Capital is 50897.74. The daily returns are destributed with a variance of 0.27 and standard deviation of 0.52. The mean deviation of Polar Capital European Income S Acc is currently at 0.32. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45

## Polar Capital Return Volatility

Polar Capital European Income S Acc accepts 0.5217% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.## Market Risk Breakdown

### Polar Capital Volatility Factors

## Investment Outlook

### Polar Capital Investment Opportunity

Polar Capital European Income S Acc has a volatility of 0.52 and is 1.16 times more volatile than DOW.

**4%**of all equities and portfolios are less risky than Polar Capital. Compared to the overall equity markets, volatility of historical daily returns of Polar Capital European Income S Acc is lower than**4 (%)**of all global equities and portfolios over the last 30 days. Use Polar Capital European Income S Acc to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Polar Capital to be traded at €13.82 in 30 days. As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.**Polar Capital correlation with market**

**Significant diversification**Overlapping area represents the amount of risk that can be diversified away by holding Polar Capital European Income and equity matching DJI index in the same portfolio.

## Polar Capital Volatility Indicators

### Polar Capital European Income S Acc Current Risk Indicators

Risk Adjusted Performance | 0.0887 | ||

Market Risk Adjusted Performance | 1.53 | ||

Mean Deviation | 0.2739 | ||

Coefficient Of Variation | 500.32 | ||

Standard Deviation | 0.3733 | ||

Variance | 0.1394 | ||

Information Ratio | 0.27 |

## Polar Capital Pair Correlation

### Polar Capital Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.

Search macroaxis.com