Kames Abs (Ireland) Risk Analysis And Volatility

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 Risk Adjusted Performance of 0.04 and Mean Deviation of 0.0202 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kames Abs Market Sensitivity

As returns on market increase, Kames Abs returns are expected to increase less than the market. However during bear market, the loss on holding Kames Abs will be expected to be smaller as well.
2 Months Beta |Analyze Kames Abs Ret Demand Trend
Check current 30 days Kames Abs correlation with market (DOW)
β = 0.0177

Kames Abs Central Daily Price Deviation

Kames Abs Ret 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.

Kames Abs Projected Return Density Against Market

Assuming 30 trading days horizon, Kames Abs has beta of 0.0177 suggesting as returns on market go up, Kames Abs average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kames Abs Ret Bd Glbl B GBP Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Kames Abs Ret is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0014
β
Beta against DOW=0.0177
σ
Overall volatility
=0.00
Ir
Information ratio =4.85

Kames Abs Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6501% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kames Abs Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Kames Abs Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 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. Use Kames Abs Ret Bd Glbl B GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Kames Abs to be traded at p;0.0 in 30 days. . As returns on market increase, Kames Abs returns are expected to increase less than the market. However during bear market, the loss on holding Kames Abs will be expected to be smaller as well.

Kames Abs correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kames Abs Ret Bd Glbl B GBP Ac and equity matching DJI index in the same portfolio.

Kames Abs Volatility Indicators

Kames Abs Ret Bd Glbl B GBP Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com