GAM Star (Ireland) Risk Analysis And Volatility

F00000X00E -- Ireland Fund  

EUR 10.19  0.04  0.39%

Our approach towards determining 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 GAM Star Cat which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
2 Months Beta |Analyze GAM Star Cat Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.0223

GAM Star Central Daily Price Deviation

GAM Star Cat Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star Cat Bond A EUR Acc has beta of -0.0223 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Cat Bond A EUR 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. GAM Star Cat is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.53

GAM Star Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than GAM Star Cat Bond A EUR Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Cat Bond A EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Cat Bond A EUR Acc to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of GAM Star to be traded at €10.09 in 30 days. . As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.

GAM Star correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Cat Bond A EUR Acc and equity matching DJI index in the same portfolio.

GAM Star Current Risk Indicators

GAM Star Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.
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