Colchester Lcl (Ireland) Risk Analysis And Volatility

F00000WM32 -- Ireland Fund  

USD 10.72  0.20  0.02%

Macroaxis considers Colchester Lcl unknown risk given 2 months investment horizon. Colchester Lcl Mkts secures Sharpe Ratio (or Efficiency) of 0.7302 which signifies that the fund had 0.7302% of return per unit of risk over the last 2 months. 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. By analyzing Colchester Lcl Mkts technical indicators you can presently evaluate if the expected return of 0.7678% is justified by implied risk. Please makes use of Colchester Lcl Mkts Mean Deviation of 0.9379 and Risk Adjusted Performance of (0.34) to double-check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Colchester Lcl Market Sensitivity

As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market.
2 Months Beta |Analyze Colchester Lcl Mkts Demand Trend
Check current 30 days Colchester Lcl correlation with market (DOW)
β = -0.2295

Colchester Lcl Central Daily Price Deviation

Colchester Lcl Mkts Technical Analysis

Transformation
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Colchester Lcl Projected Return Density Against Market

Assuming 30 trading days horizon, Colchester Lcl Mkts Rl Ret Bd A USD Acc has beta of -0.2295 suggesting as returns on benchmark increase, returns on holding Colchester Lcl are expected to decrease at a much smaller rate. During bear market, however, Colchester Lcl Mkts Rl Ret Bd A USD Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Colchester Lcl Mkts is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Colchester Lcl is 136.94. The daily returns are destributed with a variance of 1.11 and standard deviation of 1.05. The mean deviation of Colchester Lcl Mkts Rl Ret Bd A USD Acc is currently at 0.92. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.31
β
Beta against DOW=0.23
σ
Overall volatility
=1.05
Ir
Information ratio =0.15

Colchester Lcl Return Volatility

the fund accepts 1.0515% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Colchester Lcl Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Colchester Lcl Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 1.88 times more volatile than Colchester Lcl Mkts Rl Ret Bd A USD Acc. 9% 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 9 (%) 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 $11.26 in 30 days. . As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market.

Colchester Lcl correlation with market

correlation synergy
Very good 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

Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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