GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F00000VOBZ -- Ireland Fund  

 1,284  1.00  0.08%

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 Balanced 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, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
One Month Beta |Analyze GAM Star Balanced Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.1414
GAM Star Small BetaGAM Star Balanced Beta Legend

GAM Star Balanced Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.1414 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Balanced Ord II GBP Acc will be expected to be much smaller as well. Additionally, GAM Star Balanced Ord II GBP 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
=0.03
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =1.14

GAM Star Return Volatility

GAM Star Balanced Ord II GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% 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 0.42 and is 9.223372036854776E16 times more volatile than GAM Star Balanced Ord II GBP 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 Balanced Ord II GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Balanced Ord II GBP Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GAM Star to be traded at 1348.2 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Balanced Ord II GBP A and equity matching DJI index in the same portfolio.

GAM Star Volatility Indicators

GAM Star Balanced Ord II GBP Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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