Colchester Global (Ireland) Risk Analysis And Volatility Evaluation

F00000WM2U -- Ireland Fund  

USD 14.78  0.06  0.40%

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 (0.16) and Mean Deviation of 0.323 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Colchester Global Market Sensitivity

As returns on market increase, returns on owning Colchester Global are expected to decrease at a much smaller rate. During bear market, Colchester Global is likely to outperform the market.
2 Months Beta |Analyze Colchester Global Real Demand Trend
Check current 30 days Colchester Global correlation with market (DOW)
β = -0.0164

Colchester Global Central Daily Price Deviation

Colchester Global Real 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.

Colchester Global Projected Return Density Against Market

Assuming 30 trading days horizon, Colchester Global Real Ret Bd A USD Acc has beta of -0.0164 suggesting as returns on benchmark increase, returns on holding Colchester Global are expected to decrease at a much smaller rate. During bear market, however, Colchester Global Real Ret Bd A USD Acc is likely to outperform the market. Additionally, Colchester Global Real Ret Bd A USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

Colchester Global Return Volatility

Colchester Global Real Ret Bd A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Colchester Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Colchester Global Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 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. Use Colchester Global Real Ret Bd A USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Colchester Global to be traded at $14.63 in 30 days. As returns on market increase, returns on owning Colchester Global are expected to decrease at a much smaller rate. During bear market, Colchester Global is likely to outperform the market.

Colchester Global correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Colchester Global Real Ret Bd and equity matching DJI index in the same portfolio.

Colchester Global Volatility Indicators

Colchester Global Real Ret Bd A USD Acc Current Risk Indicators

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