Man GLG (Ireland) Risk Analysis And Volatility

F00000W7WC -- Ireland Fund  

JPY 9,300  218.00  2.29%

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 Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG Global Convertibles I JPY Acc Risk Adjusted Performance of (0.006309) and Mean Deviation of 0.4452 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, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.
2 Months Beta |Analyze Man GLG Global Demand Trend
Check current 30 days Man GLG correlation with market (DOW)
β = 0.0299

Man GLG Central Daily Price Deviation

Man GLG Global Technical Analysis

Transformation
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Man GLG Projected Return Density Against Market

Assuming 30 trading days horizon, Man GLG has beta of 0.0299 suggesting as returns on market go up, Man GLG average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Man GLG Global Convertibles I JPY Acc 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. Man GLG Global is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0093
β
Beta against DOW=0.0299
σ
Overall volatility
=0.00
Ir
Information ratio =0.1

Man GLG Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Man GLG Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Man GLG Investment Opportunity

DOW has a standard deviation of returns of 1.88 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 protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Man GLG to be traded at ¥8928.0 in 30 days. . As returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.

Man GLG correlation with market

correlation synergy
Significant 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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