Iridian U (Ireland) Risk Analysis And Volatility Evaluation

F00000VIPX -- Ireland Fund  

GBp 13,564  308.00  2.22%

Our philosophy 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 Iridian U S which you can use to evaluate future volatility of the entity. Please check out Iridian U Market Risk Adjusted Performance of 0.1564 and Risk Adjusted Performance of (0.007757) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Iridian U Market Sensitivity

As returns on market increase, returns on owning Iridian U are expected to decrease at a much smaller rate. During bear market, Iridian U is likely to outperform the market.
2 Months Beta |Analyze Iridian U S Demand Trend
Check current 30 days Iridian U correlation with market (DOW)
β = -0.0931

Iridian U Central Daily Price Deviation

Iridian U S 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.

Iridian U Projected Return Density Against Market

Assuming 30 trading days horizon, Iridian U S Equity I GBP has beta of -0.0931 suggesting as returns on benchmark increase, returns on holding Iridian U are expected to decrease at a much smaller rate. During bear market, however, Iridian U S Equity I GBP is likely to outperform the market. Additionally, Iridian U S Equity I GBP 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
=0.03
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

Iridian U Return Volatility

Iridian U S Equity I GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Iridian U Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Iridian U Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than Iridian U S Equity I GBP. 0% of all equities and portfolios are less risky than Iridian U. Compared to the overall equity markets, volatility of historical daily returns of Iridian U S Equity I GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Iridian U S Equity I GBP to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Iridian U to be traded at p;13021.44 in 30 days. As returns on market increase, returns on owning Iridian U are expected to decrease at a much smaller rate. During bear market, Iridian U is likely to outperform the market.

Iridian U correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Iridian U S Equity I GBP Inc and equity matching DJI index in the same portfolio.

Iridian U Volatility Indicators

Iridian U S Equity I GBP Current Risk Indicators

Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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