Man GLG (Ireland) Risk Analysis And Volatility Evaluation

F00000W7WC -- Ireland Fund  

JPY 9,617  63.00  0.66%

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 technical indicators for Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG Global Convertibles I JPY Acc Coefficient Of Variation of 426.62, Mean Deviation of 1.42 and Risk Adjusted Performance of 0.2927 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Man GLG Market Sensitivity

As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.
One Month Beta |Analyze Man GLG Global Demand Trend
Check current 30 days Man GLG correlation with market (DOW)
β = -0.6433

Man GLG Central Daily Price Deviation

Man GLG Global 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.

Man GLG Projected Return Density Against Market

Assuming 30 trading days horizon, Man GLG Global Convertibles I JPY Acc has beta of -0.6433 suggesting as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG Global Convertibles I JPY Acc is likely to outperform the market. Moreover, Man GLG Global Convertibles I JPY Acc has an alpha of 0.7122 implying that it can potentially generate 0.7122% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.71
β
Beta against DOW=0.64
σ
Overall volatility
=0.00
Ir
Information ratio =0.25

Man GLG Return Volatility

Man GLG Global Convertibles I JPY Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Man GLG Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Man GLG Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Man GLG Global Convertibles I JPY Acc. 0% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG Global Convertibles I JPY Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Man GLG Global Convertibles I JPY Acc to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Man GLG to be traded at ¥10578.7 in 30 days. As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.

Man GLG correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Man GLG Global Convertibles I and equity matching DJI index in the same portfolio.

Man GLG Volatility Indicators

Man GLG Global Convertibles I JPY Acc Current Risk Indicators

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