Tokio Marine (Ireland) Risk Analysis And Volatility

Our philosophy towards measuring 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 Tokio Marine Japanese Equity Focus M Hdg which you can use to evaluate future volatility of the fund. Please validate Tokio Marine to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Tokio Marine Japanese Technical Analysis

Transformation
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Tokio Marine Projected Return Density Against Market

Assuming 30 trading days horizon, Tokio Marine has beta of 0.0 suggesting the returns on DOW and Tokio Marine do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Tokio Marine is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Tokio Marine Japanese Equity Focus M Hdg is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Tokio Marine Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6381% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Tokio Marine Investment Opportunity

DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Tokio Marine Japanese Equity Focus M Hdg. 0% of all equities and portfolios are less risky than Tokio Marine. Compared to the overall equity markets, volatility of historical daily returns of Tokio Marine Japanese Equity Focus M Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Tokio Marine Current Risk Indicators

Tokio Marine Suggested Diversification Pairs

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