Oasis Crescent (Ireland) Risk Analysis And Volatility

F00000VPWF -- Ireland Fund  

GBp 923.00  19.00  2.02%

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 Risk Adjusted Performance of (0.78) and Coefficient Of Variation of (226.81) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Oasis Crescent Variable Technical Analysis

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Oasis Crescent Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent has beta of 0.0 suggesting the returns on DOW and Oasis Crescent do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.46

Oasis Crescent Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8873% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Oasis Crescent Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

Oasis Crescent Investment Opportunity

DOW has a standard deviation of returns of 1.89 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.

Oasis Crescent Volatility Indicators

Oasis Crescent Variable Bal E GBP Current Risk Indicators

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