Tokio Marine (Ireland) Risk Analysis And Volatility Evaluation

F00000W8XM -- Ireland Fund  

USD 104.37  6.30  5.69%

Macroaxis considers Tokio Marine to be unknown risk. Tokio Marine Japanese owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.5774 which indicates Tokio Marine Japanese had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Tokio Marine Japanese Equity Focus M Hdg exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tokio Marine Coefficient Of Variation of 521.40 to confirm risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Tokio Marine Japanese Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Tokio Marine has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Tokio Marine are completely uncorrelated. Furthermore, Tokio Marine Japanese Equity Focus M HdgIt does not look like Tokio Marine alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Tokio Marine is -173.21. The daily returns are destributed with a variance of 15.58 and standard deviation of 3.95. The mean deviation of Tokio Marine Japanese Equity Focus M Hdg is currently at 3.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=3.95
Ir
Information ratio =0.19

Actual Return Volatility

Tokio Marine Japanese Equity Focus M Hdg accepts 3.9476% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Tokio Marine Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Tokio Marine Investment Opportunity
Tokio Marine Japanese Equity Focus M Hdg has a volatility of 3.95 and is 9.223372036854776E16 times more volatile than DOW. 36% 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 36 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Tokio Marine Current Risk Indicators
Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.