Nedgroup Inv (Ireland) Risk Analysis And Volatility Evaluation

F00000VU7S -- Ireland Fund  

GBp 104.00  0.00  0.00%

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 Mean Deviation of 0.4337 and Risk Adjusted Performance of 0.0735 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Nedgroup Inv Market Sensitivity

As returns on market increase, returns on owning Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, Nedgroup Inv is likely to outperform the market.
2 Months Beta |Analyze Nedgroup Inv Funds Demand Trend
Check current 30 days Nedgroup Inv correlation with market (DOW)
β = -0.0049

Nedgroup Inv Central Daily Price Deviation

Nedgroup Inv Funds 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.

Nedgroup Inv Projected Return Density Against Market

Assuming 30 trading days horizon, Nedgroup Inv Funds Global Cautious C H has beta of -0.0049 suggesting as returns on benchmark increase, returns on holding Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, however, Nedgroup Inv Funds Global Cautious C H is likely to outperform the market. Moreover, Nedgroup Inv Funds Global Cautious C H has an alpha of 0.0369 implying that it can potentially generate 0.0369% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0369
β
Beta against DOW=0.0049
σ
Overall volatility
=0.00
Ir
Information ratio =0.20

Nedgroup Inv Return Volatility

Nedgroup Inv Funds Global Cautious C H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Nedgroup Inv Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Nedgroup Inv Investment Opportunity

DOW has a standard deviation of returns of 1.29 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 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 Nedgroup Inv to be traded at p;102.96 in 30 days. As returns on market increase, returns on owning Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, Nedgroup Inv is likely to outperform the market.

Nedgroup Inv correlation with market

correlation synergy
Good 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 Volatility Indicators

Nedgroup Inv Funds Global Cautious C H Current Risk Indicators

Additionally see Investing Opportunities. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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