Colchester Global (Ireland) Risk Analysis And Volatility Evaluation

F00000WM2U -- Ireland Fund  

USD 15.00  0.04  0.27%

We consider Colchester Global unknown risk. Colchester Global Real secures Sharpe Ratio (or Efficiency) of 0.5774 which signifies that Colchester Global Real had 0.5774% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Colchester Global Real Ret Bd A USD Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Global Real Risk Adjusted Performance of 0.01 and Mean Deviation of 0.2678 to double-check if risk estimate we provide are consistent with the epected return of 0.0445%.
Horizon     30 Days    Login   to change

Colchester Global Real Technical Analysis

Transformation
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Colchester Global 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 Real Ret Bd A USD AccIt does not look like Colchester Global alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Colchester Global is 173.21. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.08. The mean deviation of Colchester Global Real Ret Bd A USD Acc is currently at 0.06. 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
=0.08
Ir
Information ratio =0.00

Colchester Global Return Volatility

Colchester Global Real Ret Bd A USD Acc accepts 0.0771% 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

Insignificant

Investment Outlook

Colchester Global Investment Opportunity

DOW has a standard deviation of returns of 1.02 and is 12.75 times more volatile than Colchester Global Real Ret Bd A USD Acc. 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 Real Ret Bd A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Colchester Global Volatility Indicators

Colchester Global Real Ret Bd A USD Acc Current Risk Indicators

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