Colchester Global (Ireland) Risk Analysis And Volatility Evaluation

F00000WM2Q -- Ireland Fund  

SGD 11.28  0.00  0.00%

Our philosophy towards foreseeing 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 Colchester Global Bond H SGD Hd Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Global Bond Mean Deviation of 0.079 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Colchester Global Bond Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Colchester Global has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Colchester Global are completely uncorrelated. Furthermore, Colchester Global Bond H SGD Hd AccIt does not look like Colchester Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

Actual Return Volatility

Colchester Global Bond H SGD Hd Acc accepts 0.0% 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

Colchester Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Colchester Global Investment Opportunity
Colchester Global Bond H SGD Hd Acc has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Colchester Global. Compared to the overall equity markets, volatility of historical daily returns of Colchester Global Bond H SGD Hd Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Colchester Global Current Risk Indicators
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