Polar Capital (Ireland) Risk Analysis And Volatility

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 Risk Adjusted Performance of (0.17) and Coefficient Of Variation of (415.06) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Polar Capital Market Sensitivity

As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.
2 Months Beta |Analyze Polar Capital European Demand Trend
Check current 30 days Polar Capital correlation with market (DOW)
β = -0.334

Polar Capital Central Daily Price Deviation

Polar Capital European Technical Analysis

Transformation
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Polar Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Polar Capital European Income S Acc has beta of -0.334 suggesting as returns on benchmark increase, returns on holding Polar Capital are expected to decrease at a much smaller rate. During bear market, however, Polar Capital European Income S Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Polar Capital European is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.26
β
Beta against DOW=0.33
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

Polar Capital Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Polar Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Polar Capital Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Polar Capital European Income S Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Polar Capital European Income S Acc to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Polar Capital to be traded at €0.0 in 30 days. . As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.

Polar Capital correlation with market

correlation synergy
Good 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

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