GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000VD3Z -- Ireland Fund  

 1,841  4.00  0.22%

Our approach towards determining 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 GAM Star North which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
One Month Beta |Analyze GAM Star North Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.4996
GAM Star Almost negative betaGAM Star North Beta Legend

GAM Star North 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.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star North of South EM Eq Inst Acc has beta of -0.4996 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star North of South EM Eq Inst Acc is likely to outperform the market. Moreover, GAM Star North of South EM Eq Inst Acc has an alpha of 0.2869 implying that it can potentially generate 0.2869% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.29
β
Beta against DOW=0.5
σ
Overall volatility
=0.00
Ir
Information ratio =0.0454

GAM Star Return Volatility

GAM Star North of South EM Eq Inst Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than GAM Star North of South EM Eq Inst Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star North of South EM Eq Inst Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star North of South EM Eq Inst Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GAM Star to be traded at 1933.05 in 30 days. As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.

GAM Star correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star North of South EM Eq and equity matching DJI index in the same portfolio.

GAM Star Volatility Indicators

GAM Star North of South EM Eq Inst Acc Current Risk Indicators

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