Kames Abs (Ireland) Risk Analysis And Volatility Evaluation

F00000VRZE -- Ireland Fund  

GBp 1,029  0.00  0.00%

We consider Kames Abs unknown risk. Kames Abs Ret has Sharpe Ratio of 0.5 which conveys that Kames Abs Ret had 0.5% of return per unit of risk over the last 1 month. Our philosophy towards estimating 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 Kames Abs which you can use to evaluate future volatility of the organization. Please verify Kames Abs Ret Bd Glbl B GBP Acc to check out if risk estimate we provide are consistent with the epected return of 0.0243%.
Horizon     30 Days    Login   to change

Kames Abs Ret Technical Analysis

Transformation
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Kames Abs Projected Return Density Against Market

Assuming 30 trading days horizon, Kames Abs has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Kames Abs are completely uncorrelated. Furthermore, Kames Abs Ret Bd Glbl B GBP AccIt does not look like Kames Abs alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Kames Abs is 200.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.05. The mean deviation of Kames Abs Ret Bd Glbl B GBP Acc is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.0487
Ir
Information ratio =0.00

Kames Abs Return Volatility

Kames Abs Ret Bd Glbl B GBP Acc accepts 0.0487% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kames Abs Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Kames Abs Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.0 times more volatile than Kames Abs Ret Bd Glbl B GBP Acc. 0% of all equities and portfolios are less risky than Kames Abs. Compared to the overall equity markets, volatility of historical daily returns of Kames Abs Ret Bd Glbl B GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Kames Abs Volatility Indicators

Kames Abs Ret Bd Glbl B GBP Acc Current Risk Indicators

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