Nomura Fds (Ireland) Risk Analysis And Volatility Evaluation

F00000VB9C -- Ireland Fund  

EUR 102.82  0.06  0.06%

Our philosophy towards estimating volatility of a fund is to use all available market data together with company 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 0.1241 and Risk Adjusted Performance of 0.0146 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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 = 0.0774
Nomura Fds Small BetaNomura Fds Global Beta Legend

Nomura Fds Global Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Nomura Fds has beta of 0.0774 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. Additionally, Nomura Fds Global Dyn Bd A H EUR Acc 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
=0.0057
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.36

Actual 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 0.5639% 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

Unaffected

Investment Outlook

Nomura Fds Investment Opportunity
DOW has a standard deviation of returns of 0.56 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 protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Nomura Fds to be traded at €101.79 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.

Volatility Indicators

Nomura Fds Current Risk Indicators
Additionally see Investing Opportunities. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.