Nedgroup Inv (Ireland) Risk Analysis And Volatility

F00000VU7S -- Ireland Fund  

GBp 101.00  2.00  1.94%

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 Nedgroup Inv which you can use to evaluate future volatility of the organization. Please verify Nedgroup Inv Funds Global Cautious C H Risk Adjusted Performance of 0.0023 and Mean Deviation of 0.4116 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Nedgroup Inv Market Sensitivity

As returns on market increase, Nedgroup Inv returns are expected to increase less than the market. However during bear market, the loss on holding Nedgroup Inv will be expected to be smaller as well.
2 Months Beta |Analyze Nedgroup Inv Funds Demand Trend
Check current 30 days Nedgroup Inv correlation with market (DOW)
β = 0.2519

Nedgroup Inv Central Daily Price Deviation

Nedgroup Inv Funds Technical Analysis

Transformation
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Nedgroup Inv Projected Return Density Against Market

Assuming 30 trading days horizon, Nedgroup Inv has beta of 0.2519 suggesting as returns on market go up, Nedgroup Inv average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Nedgroup Inv Funds Global Cautious C H 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. Nedgroup Inv Funds is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0071
β
Beta against DOW=0.25
σ
Overall volatility
=0.00
Ir
Information ratio =0.0085

Nedgroup Inv Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8036% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Nedgroup Inv Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than Nedgroup Inv Funds Global Cautious C H. 0% of all equities and portfolios are less risky than Nedgroup Inv. Compared to the overall equity markets, volatility of historical daily returns of Nedgroup Inv Funds Global Cautious C H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Nedgroup Inv Funds Global Cautious C H to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Nedgroup Inv to be traded at p;97.97 in 30 days. . As returns on market increase, Nedgroup Inv returns are expected to increase less than the market. However during bear market, the loss on holding Nedgroup Inv will be expected to be smaller as well.

Nedgroup Inv correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Nedgroup Inv Funds Global Caut and equity matching DJI index in the same portfolio.

Nedgroup Inv Current Risk Indicators

Nedgroup Inv Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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