Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F00000VPWF -- Ireland Fund  

GBp 1,033  1.00  0.1%

Our philosophy towards forecasting 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 Oasis Crescent Variable which you can use to evaluate future volatility of the fund. Please check Oasis Crescent Variable Coefficient Of Variation of 671.49 and Risk Adjusted Performance of 0.18 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Oasis Crescent Market Sensitivity

As returns on market increase, returns on owning Oasis Crescent are expected to decrease at a much smaller rate. During bear market, Oasis Crescent is likely to outperform the market.
One Month Beta |Analyze Oasis Crescent Variable Demand Trend
Check current 30 days Oasis Crescent correlation with market (DOW)
β = -0.1335

Oasis Crescent Central Daily Price Deviation

Oasis Crescent Variable 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.

Oasis Crescent Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent Variable Bal E GBP has beta of -0.1335 suggesting as returns on benchmark increase, returns on holding Oasis Crescent are expected to decrease at a much smaller rate. During bear market, however, Oasis Crescent Variable Bal E GBP is likely to outperform the market. 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 
α
Alpha over DOW
=0.31
β
Beta against DOW=0.13
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

Oasis Crescent Return Volatility

Oasis Crescent Variable Bal E GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% 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

Insignificant

Investment Outlook

Oasis Crescent Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than Oasis Crescent Variable Bal E GBP. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Oasis Crescent Variable Bal E GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Oasis Crescent to be traded at p;1084.65 in 30 days. As returns on market increase, returns on owning Oasis Crescent are expected to decrease at a much smaller rate. During bear market, Oasis Crescent is likely to outperform the market.

Oasis Crescent correlation with market

correlation synergy
Good 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

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
Search macroaxis.com