Davy Global (Ireland) Risk Analysis And Volatility

F00000VRLR -- Ireland Fund  

EUR 202.29  5.60  0.03%

Macroaxis considers Davy Global to be unknown risk. Davy Global Brands secures Sharpe Ratio (or Efficiency) of -0.4166 which denotes the fund had -0.4166% of return per unit of risk over the last 2 months. Macroaxis philosophy towards predicting 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. Davy Global Brands Equity A Acc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Davy Global Brands Coefficient Of Variation of 585.91 and Mean Deviation of 0.2239 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Davy Global Brands Technical Analysis

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.

Davy Global Projected Return Density Against Market

Assuming 30 trading days horizon, Davy Global has beta of 0.0 suggesting the returns on DOW and Davy Global 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 
Assuming 30 trading days horizon, the coefficient of variation of Davy Global is -240.05. The daily returns are destributed with a variance of 15.05 and standard deviation of 3.88. The mean deviation of Davy Global Brands Equity A Acc is currently at 2.89. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.28

Davy Global Return Volatility

the fund accepts 3.8794% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Davy Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

Davy Global Investment Opportunity

Davy Global Brands Equity A Acc has a volatility of 3.88 and is 1.95 times more volatile than DOW. 35% of all equities and portfolios are less risky than Davy Global. Compared to the overall equity markets, volatility of historical daily returns of Davy Global Brands Equity A Acc is lower than 35 (%) of all global equities and portfolios over the last 30 days.

Davy Global Volatility Indicators

Davy Global Brands Equity A Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
Search macroaxis.com