EQMC Europe (Ireland) Risk Analysis And Volatility Evaluation

F00000WKK1 -- Ireland Fund  

EUR 1.57  0.10  5.99%

Macroaxis considers EQMC Europe to be unknown risk. EQMC Europe Development secures Sharpe Ratio (or Efficiency) of -0.7021 which denotes EQMC Europe Development had -0.7021% of return per unit of risk over the last 2 months. Macroaxis philosophy in predicting 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. EQMC Europe Development Capital F exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm EQMC Europe Development Mean Deviation of 0.5628 to check risk estimate we provide.
Horizon     30 Days    Login   to change

EQMC Europe Market Sensitivity

As returns on market increase, EQMC Europe returns are expected to increase less than the market. However during bear market, the loss on holding EQMC Europe will be expected to be smaller as well.
2 Months Beta |Analyze EQMC Europe Development Demand Trend
Check current 30 days EQMC Europe correlation with market (DOW)
β = 0.0171

EQMC Europe Central Daily Price Deviation

EQMC Europe Development 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.

EQMC Europe Projected Return Density Against Market

Assuming 30 trading days horizon, EQMC Europe has beta of 0.0171 suggesting as returns on market go up, EQMC Europe average returns are expected to increase less than the benchmark. However during bear market, the loss on holding EQMC Europe Development Capital F will be expected to be much smaller as well. Moreover, EQMC Europe Development Capital F has an alpha of 0.2153 implying that it can potentially generate 0.2153% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of EQMC Europe is -142.43. The daily returns are destributed with a variance of 16.9 and standard deviation of 4.11. The mean deviation of EQMC Europe Development Capital F is currently at 2.92. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.22
β
Beta against DOW=0.0171
σ
Overall volatility
=4.11
Ir
Information ratio =0.39

EQMC Europe Return Volatility

EQMC Europe Development Capital F accepts 4.1113% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

EQMC Europe Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

EQMC Europe Investment Opportunity

EQMC Europe Development Capital F has a volatility of 4.11 and is 3.09 times more volatile than DOW. 37% 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 37 (%) of all global equities and portfolios over the last 30 days. Use EQMC Europe Development Capital F to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of EQMC Europe to be traded at €1.4915 in 30 days. As returns on market increase, EQMC Europe returns are expected to increase less than the market. However during bear market, the loss on holding EQMC Europe will be expected to be smaller as well.

EQMC Europe correlation with market

correlation synergy
Significant 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.

EQMC Europe Volatility Indicators

EQMC Europe Development Capital F Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
Search macroaxis.com