Kames Abs (Ireland) Risk Analysis And Volatility Evaluation

F00000VRZE -- Ireland Fund  

GBp 1,028  0.00  0.00%

Our philosophy towards estimating volatility of a fund is to use all available market data together with company 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 0.0%.
 Time Horizon     30 Days    Login   to change

Kames Abs Ret Technical Analysis

Transformation
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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 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Kames Abs Ret Bd Glbl B GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5992% 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 0.6 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.

Kames Abs Current Risk Indicators

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