EQMC Europe (Ireland) Risk Analysis And Volatility Evaluation

F00000WKK1 -- Ireland Fund  

EUR 1.90  0.02  1.06%

Our philosophy in predicting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for EQMC Europe Development Capital F which you can use to evaluate future volatility of the entity. Please confirm EQMC Europe Development Mean Deviation of 0.0457 to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

EQMC Europe Market Sensitivity

As returns on market increase, returns on owning EQMC Europe are expected to decrease at a much smaller rate. During bear market, EQMC Europe is likely to outperform the market.
One Month Beta |Analyze EQMC Europe Development Demand Trend
Check current 30 days EQMC Europe correlation with market (DOW)
β = -0.0041
EQMC Europe Almost negative betaEQMC Europe Development Beta Legend

EQMC Europe Development Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, EQMC Europe Development Capital F has beta of -0.0041 suggesting as returns on benchmark increase, returns on holding EQMC Europe are expected to decrease at a much smaller rate. During bear market, however, EQMC Europe Development Capital F is likely to outperform the market. Moreover, EQMC Europe Development Capital F has an alpha of 0.0139 implying that it can potentially generate 0.0139% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0139
β
Beta against DOW=0.0041
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

Actual Return Volatility

EQMC Europe Development Capital F accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4314% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

EQMC Europe Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

EQMC Europe Investment Opportunity
DOW has a standard deviation of returns of 0.43 and is 9.223372036854776E16 times more volatile than EQMC Europe Development Capital F. 0% of all equities and portfolios are less risky than EQMC Europe. Compared to the overall equity markets, volatility of historical daily returns of EQMC Europe Development Capital F is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use EQMC Europe Development Capital F to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of EQMC Europe to be traded at €2.09 in 30 days. As returns on market increase, returns on owning EQMC Europe are expected to decrease at a much smaller rate. During bear market, EQMC Europe is likely to outperform the market.

EQMC Europe correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding EQMC Europe Development Capita and equity matching DJI index in the same portfolio.

Volatility Indicators

EQMC Europe Current Risk Indicators
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