Coutts Multi (Ireland) Risk Analysis And Volatility Evaluation

F00000WS2G -- Ireland Fund  

 1.21  0.02  1.68%

Macroaxis considers Coutts Multi unknown risk given 1 month investment horizon. Coutts Multi Asset secures Sharpe Ratio (or Efficiency) of 0.4472 which signifies that Coutts Multi Asset had 0.4472% 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 Coutts Multi Asset Glbl Def A USD Acc which you can use to evaluate future volatility of the entity. Please makes use of Coutts Multi Asset Risk Adjusted Performance of 0.1634 and Mean Deviation of 0.1382 to double-check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Coutts Multi Market Sensitivity

As returns on market increase, returns on owning Coutts Multi are expected to decrease at a much smaller rate. During bear market, Coutts Multi is likely to outperform the market.
One Month Beta |Analyze Coutts Multi Asset Demand Trend
Check current 30 days Coutts Multi correlation with market (DOW)
β = -0.0692
Coutts Multi Almost negative betaCoutts Multi Asset Beta Legend

Coutts Multi Asset Technical Analysis

Transformation
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Coutts Multi Projected Return Density Against Market

Assuming 30 trading days horizon, Coutts Multi Asset Glbl Def A USD Acc has beta of -0.0692 suggesting as returns on benchmark increase, returns on holding Coutts Multi are expected to decrease at a much smaller rate. During bear market, however, Coutts Multi Asset Glbl Def A USD Acc is likely to outperform the market. Moreover, Coutts Multi Asset Glbl Def A USD Acc has an alpha of 0.089 implying that it can potentially generate 0.089% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Coutts Multi is 223.61. The daily returns are destributed with a variance of 0.56 and standard deviation of 0.75. The mean deviation of Coutts Multi Asset Glbl Def A USD Acc is currently at 0.54. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.09
β
Beta against DOW=0.07
σ
Overall volatility
=0.75
Ir
Information ratio =0.39

Coutts Multi Return Volatility

Coutts Multi Asset Glbl Def A USD Acc accepts 0.7516% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Coutts Multi Investment Opportunity

Coutts Multi Asset Glbl Def A USD Acc has a volatility of 0.75 and is 1.79 times more volatile than DOW. 6% of all equities and portfolios are less risky than Coutts Multi. Compared to the overall equity markets, volatility of historical daily returns of Coutts Multi Asset Glbl Def A USD Acc is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Coutts Multi Asset Glbl Def A USD Acc to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Coutts Multi to be traded at 1.331 in 30 days. As returns on market increase, returns on owning Coutts Multi are expected to decrease at a much smaller rate. During bear market, Coutts Multi is likely to outperform the market.

Coutts Multi correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Coutts Multi Asset Glbl Def A and equity matching DJI index in the same portfolio.

Coutts Multi Volatility Indicators

Coutts Multi Asset Glbl Def A USD Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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