Nomura Fds (Ireland) Risk Analysis And Volatility Evaluation

F00000VB9C -- Ireland Fund  

EUR 102.33  0.01  0.0098%

Our philosophy towards estimating 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 Nomura Fds which you can use to evaluate future volatility of the organization. Please verify Nomura Fds Global Dyn Bd A H EUR Acc Mean Deviation of 0.119 and Risk Adjusted Performance of 0.0812 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Nomura Fds Market Sensitivity

As returns on market increase, Nomura Fds returns are expected to increase less than the market. However during bear market, the loss on holding Nomura Fds will be expected to be smaller as well.
One Month Beta |Analyze Nomura Fds Global Demand Trend
Check current 30 days Nomura Fds correlation with market (DOW)
β = 0.0337
Nomura Fds Small BetaNomura Fds Global Beta Legend

Nomura Fds Global 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.

Nomura Fds Projected Return Density Against Market

Assuming 30 trading days horizon, Nomura Fds has beta of 0.0337 suggesting as returns on market go up, Nomura Fds average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Nomura Fds Global Dyn Bd A H EUR Acc will be expected to be much smaller as well. Moreover, Nomura Fds Global Dyn Bd A H EUR Acc has an alpha of 0.0222 implying that it can potentially generate 0.0222% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0222
β
Beta against DOW=0.0337
σ
Overall volatility
=0.00
Ir
Information ratio =0.75

Nomura Fds Return Volatility

Nomura Fds Global Dyn Bd A H EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Nomura Fds Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Nomura Fds Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Nomura Fds Global Dyn Bd A H EUR Acc. 0% of all equities and portfolios are less risky than Nomura Fds. Compared to the overall equity markets, volatility of historical daily returns of Nomura Fds Global Dyn Bd A H EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Nomura Fds Global Dyn Bd A H EUR Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Nomura Fds to be traded at €107.45 in 30 days. As returns on market increase, Nomura Fds returns are expected to increase less than the market. However during bear market, the loss on holding Nomura Fds will be expected to be smaller as well.

Nomura Fds correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Nomura Fds Global Dyn Bd A H E and equity matching DJI index in the same portfolio.

Nomura Fds Volatility Indicators

Nomura Fds Global Dyn Bd A H EUR Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
Search macroaxis.com