Nedgroup Inv (Ireland) Risk Analysis And Volatility Evaluation

F00000VU7S -- Ireland Fund  

GBp 106.00  1.00  0.93%

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 Nedgroup Inv which you can use to evaluate future volatility of the organization. Please verify Nedgroup Inv Funds Global Cautious C H Mean Deviation of 0.3884 and Risk Adjusted Performance of 0.01 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Nedgroup Inv Funds Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Nedgroup Inv has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Nedgroup Inv are completely uncorrelated. Furthermore, Nedgroup Inv Funds Global Cautious C HIt does not look like Nedgroup Inv alpha can have any bearing on the equity current valuation.
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

Nedgroup Inv Funds Global Cautious C H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Nedgroup Inv Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Nedgroup Inv Investment Opportunity
DOW has a standard deviation of returns of 1.46 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.

Volatility Indicators

Nedgroup Inv Current Risk Indicators
Additionally see Investing Opportunities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.