Tokio Marine (Ireland) Risk Analysis And Volatility Evaluation

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 Coefficient Of Variation of (1,862) and Risk Adjusted Performance of (0.07) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Tokio Marine Market Sensitivity

As returns on market increase, returns on owning Tokio Marine are expected to decrease at a much smaller rate. During bear market, Tokio Marine is likely to outperform the market.
2 Months Beta |Analyze Tokio Marine Japanese Demand Trend
Check current 30 days Tokio Marine correlation with market (DOW)
β = -0.1926

Tokio Marine Central Daily Price Deviation

Tokio Marine Japanese 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.

Tokio Marine Projected Return Density Against Market

Assuming 30 trading days horizon, Tokio Marine Japanese Equity Focus M Hdg has beta of -0.1926 suggesting as returns on benchmark increase, returns on holding Tokio Marine are expected to decrease at a much smaller rate. During bear market, however, Tokio Marine Japanese Equity Focus M Hdg is likely to outperform the market. Additionally, Tokio Marine Japanese Equity Focus M Hdg has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.19
σ
Overall volatility
=0.00
Ir
Information ratio =0.0257

Tokio Marine Return Volatility

Tokio Marine Japanese Equity Focus M Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Tokio Marine Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Tokio Marine Investment Opportunity

DOW has a standard deviation of returns of 1.31 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. Use Tokio Marine Japanese Equity Focus M Hdg to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Tokio Marine to be traded at $0.0 in 30 days. As returns on market increase, returns on owning Tokio Marine are expected to decrease at a much smaller rate. During bear market, Tokio Marine is likely to outperform the market.

Tokio Marine correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tokio Marine Japanese Equity F and equity matching DJI index in the same portfolio.

Tokio Marine Volatility Indicators

Tokio Marine Japanese Equity Focus M Hdg Current Risk Indicators

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