Davy Global (Ireland) Risk Analysis And Volatility Evaluation

F00000VRLR -- Ireland Fund  

EUR 216.04  3.88  1.76%

Macroaxis considers Davy Global to be unknown risk. Davy Global Brands secures Sharpe Ratio (or Efficiency) of -0.3794 which denotes Davy Global Brands had -0.3794% of return per unit of risk over the last 1 month. 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 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Davy Global Brands Technical Analysis

Transformation
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Davy Global Projected Return Density Against Market

Assuming 30 trading days horizon, Davy Global has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Davy Global are completely uncorrelated. Furthermore, Davy Global Brands Equity A AccIt does not look like Davy Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Davy Global is -263.59. The daily returns are destributed with a variance of 13.07 and standard deviation of 3.61. The mean deviation of Davy Global Brands Equity A Acc is currently at 2.68. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=3.61
Ir
Information ratio =0.00

Davy Global Return Volatility

Davy Global Brands Equity A Acc accepts 3.6148% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Davy Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Davy Global Investment Opportunity

Davy Global Brands Equity A Acc has a volatility of 3.61 and is 3.41 times more volatile than DOW. 32% 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 32 (%) 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
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