Colchester Lcl (Ireland) Risk Analysis And Volatility Evaluation

F00000WM32 -- Ireland Fund  

USD 10.42  0.03  0.29%

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 Lcl Mkts Rl Ret Bd A USD Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Lcl Mkts Risk Adjusted Performance of 0.31 and Mean Deviation of 1.07 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Colchester Lcl Market Sensitivity

As returns on market increase, Colchester Lcl returns are expected to increase less than the market. However during bear market, the loss on holding Colchester Lcl will be expected to be smaller as well.
One Month Beta |Analyze Colchester Lcl Mkts Demand Trend
Check current 30 days Colchester Lcl correlation with market (DOW)
β = 0.0957
Colchester Lcl Small BetaColchester Lcl Mkts Beta Legend

Colchester Lcl Mkts Technical Analysis

Transformation
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Colchester Lcl Projected Return Density Against Market

Assuming 30 trading days horizon, Colchester Lcl has beta of 0.0957 suggesting as returns on market go up, Colchester Lcl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Colchester Lcl Mkts Rl Ret Bd A USD Acc will be expected to be much smaller as well. Additionally, Colchester Lcl Mkts Rl 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
=0.49
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.19

Colchester Lcl Return Volatility

Colchester Lcl Mkts Rl Ret Bd A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Colchester Lcl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Colchester Lcl Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Colchester Lcl Mkts Rl Ret Bd A USD Acc. 0% of all equities and portfolios are less risky than Colchester Lcl. Compared to the overall equity markets, volatility of historical daily returns of Colchester Lcl Mkts Rl Ret Bd A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Colchester Lcl Mkts Rl Ret Bd A USD Acc to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Colchester Lcl to be traded at $10.94 in 30 days. As returns on market increase, Colchester Lcl returns are expected to increase less than the market. However during bear market, the loss on holding Colchester Lcl will be expected to be smaller as well.

Colchester Lcl correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Colchester Lcl Mkts Rl Ret Bd and equity matching DJI index in the same portfolio.

Colchester Lcl Volatility Indicators

Colchester Lcl Mkts Rl Ret Bd A USD Acc Current Risk Indicators

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