Coutts Multi (Ireland) Risk Analysis And Volatility Evaluation

F00000WS2G -- Ireland Fund  

 1.20  0.00  0.00%

Our philosophy towards foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Coutts Multi Asset Glbl Def A USD Acc which you can use to evaluate future volatility of the entity. Please confirm Coutts Multi Asset Coefficient Of Variation of 302.95, Risk Adjusted Performance of 0.1733 and Mean Deviation of 0.0878 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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 = -0.0324
Coutts Multi Almost negative betaCoutts Multi Asset Beta Legend

Coutts Multi Asset 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Coutts Multi Asset Glbl Def A USD Acc has beta of -0.0324 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 0.0482 implying that it can potentially generate 0.0482% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0482
β
Beta against DOW=0.03
σ
Overall volatility
=0.00
Ir
Information ratio =0.48

Actual Return Volatility

Coutts Multi Asset Glbl Def A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6307% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Coutts Multi Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Coutts Multi Asset Glbl Def A USD Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Coutts Multi Asset Glbl Def A USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Coutts Multi to be traded at 1.188 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.
Additionally see Investing Opportunities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.