Baillie Gifford (Ireland) Risk Analysis And Volatility

Our philosophy towards foreseeing 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 Baillie Gifford Wldwd Em Mkts Bd B Acc which you can use to evaluate future volatility of the entity. Please confirm Baillie Gifford Wldwd Risk Adjusted Performance of (0.20) and Mean Deviation of 1.19 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Baillie Gifford Market Sensitivity

As returns on market increase, Baillie Gifford returns are expected to increase less than the market. However during bear market, the loss on holding Baillie Gifford will be expected to be smaller as well.
2 Months Beta |Analyze Baillie Gifford Wldwd Demand Trend
Check current 30 days Baillie Gifford correlation with market (DOW)
β = 0.2999

Baillie Gifford Central Daily Price Deviation

Baillie Gifford Wldwd Technical Analysis

Transformation
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Baillie Gifford Projected Return Density Against Market

Assuming 30 trading days horizon, Baillie Gifford has beta of 0.2999 suggesting as returns on market go up, Baillie Gifford average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Baillie Gifford Wldwd Em Mkts Bd B Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Baillie Gifford Wldwd is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baillie Gifford is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Baillie Gifford Wldwd Em Mkts Bd B Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
α
Alpha over DOW
=0.66
β
Beta against DOW=0.30
σ
Overall volatility
=0.00
Ir
Information ratio =0.39

Baillie Gifford Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6896% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baillie Gifford Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Baillie Gifford Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Baillie Gifford Wldwd Em Mkts Bd B Acc. 0% of all equities and portfolios are less risky than Baillie Gifford. Compared to the overall equity markets, volatility of historical daily returns of Baillie Gifford Wldwd Em Mkts Bd B Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Baillie Gifford Wldwd Em Mkts Bd B Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Baillie Gifford to be traded at $0.0 in 30 days. . As returns on market increase, Baillie Gifford returns are expected to increase less than the market. However during bear market, the loss on holding Baillie Gifford will be expected to be smaller as well.

Baillie Gifford correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baillie Gifford Wldwd Em Mkts and equity matching DJI index in the same portfolio.

Baillie Gifford Volatility Indicators

Baillie Gifford Wldwd Em Mkts Bd B Acc Current Risk Indicators

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