Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F00000VPWF -- Ireland Fund  

GBp 1,008  4.00  0.40%

Macroaxis considers Oasis Crescent to be unknown risk. Oasis Crescent Variable maintains Sharpe Ratio (i.e. Efficiency) of -0.5774 which implies Oasis Crescent Variable had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Oasis Crescent Variable exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Oasis Crescent Variable Coefficient Of Variation of 140.41 and Risk Adjusted Performance of 0.32 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Oasis Crescent Market Sensitivity

As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.
One Month Beta |Analyze Oasis Crescent Variable Demand Trend
Check current 30 days Oasis Crescent correlation with market (DOW)
β = 0.5533
Oasis Crescent Small BetaOasis Crescent Variable Beta Legend

Oasis Crescent Variable Technical Analysis

Transformation
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Oasis Crescent Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent has beta of 0.5533 suggesting as returns on market go up, Oasis Crescent average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Oasis Crescent Variable Bal E GBP will be expected to be much smaller as well. Additionally, Oasis Crescent Variable Bal E 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 
Assuming 30 trading days horizon, the coefficient of variation of Oasis Crescent is -173.21. The daily returns are destributed with a variance of 1.95 and standard deviation of 1.4. The mean deviation of Oasis Crescent Variable Bal E GBP is currently at 1.08. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=1.09
β
Beta against DOW=0.55
σ
Overall volatility
=1.40
Ir
Information ratio =0.84

Oasis Crescent Return Volatility

Oasis Crescent Variable Bal E GBP accepts 1.3972% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Oasis Crescent Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Oasis Crescent Investment Opportunity

Oasis Crescent Variable Bal E GBP has a volatility of 1.4 and is 3.26 times more volatile than DOW. 12% of all equities and portfolios are less risky than Oasis Crescent. Compared to the overall equity markets, volatility of historical daily returns of Oasis Crescent Variable Bal E GBP is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Oasis Crescent Variable Bal E GBP to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Oasis Crescent to be traded at p;997.92 in 30 days. As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.

Oasis Crescent correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Oasis Crescent Variable Bal E and equity matching DJI index in the same portfolio.

Oasis Crescent Volatility Indicators

Oasis Crescent Variable Bal E GBP Current Risk Indicators

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