FundLogic SAS (Ireland) Risk Analysis And Volatility

F00000X0YA -- Ireland Fund  

GBp 101,576  1,162  0.01%

Macroaxis considers FundLogic SAS to be unknown risk. FundLogic SAS Smartfund secures Sharpe Ratio (or Efficiency) of -0.5774 which denotes the fund had -0.5774% of return per unit of risk over the last 2 months. Macroaxis philosophy towards predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. FundLogic SAS Smartfund Cau C GBP exposes twenty different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm FundLogic SAS Smartfund Standard Deviation of 1453.22, Coefficient Of Variation of 663.51 and Mean Deviation of 428.2 to check risk estimate we provide.
Horizon     30 Days    Login   to change

FundLogic SAS Market Sensitivity

As returns on market increase, returns on owning FundLogic SAS are expected to decrease by larger amounts. On the other hand, during market turmoil, FundLogic SAS is expected to significantly outperform it.
2 Months Beta |Analyze FundLogic SAS Smartfund Demand Trend
Check current 30 days FundLogic SAS correlation with market (DOW)
β = -165.124

FundLogic SAS Central Daily Price Deviation

FundLogic SAS Smartfund Technical Analysis

Transformation
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FundLogic SAS Projected Return Density Against Market

Assuming 30 trading days horizon, FundLogic SAS Smartfund Cau C GBP has beta of -165.124 suggesting as returns on its benchmark rise, returns on holding FundLogic SAS Smartfund Cau C GBP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, FundLogic SAS is expected to outperform its benchmark. In addition to that, The company has an alpha of 209.568 implying that it can potentially generate 209.568% 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 FundLogic SAS is -173.21. The daily returns are destributed with a variance of 0.21 and standard deviation of 0.46. The mean deviation of FundLogic SAS Smartfund Cau C GBP is currently at 0.35. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=209.57
β
Beta against DOW=165.12
σ
Overall volatility
=0.46
Ir
Information ratio =0.15

FundLogic SAS Return Volatility

the fund accepts 0.4584% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

FundLogic SAS Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

FundLogic SAS Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 4.35 times more volatile than FundLogic SAS Smartfund Cau C GBP. 4% of all equities and portfolios are less risky than FundLogic SAS. Compared to the overall equity markets, volatility of historical daily returns of FundLogic SAS Smartfund Cau C GBP is lower than 4 (%) of all global equities and portfolios over the last 30 days. Use FundLogic SAS Smartfund Cau C GBP to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of FundLogic SAS to be traded at p;100560.24 in 30 days. . As returns on market increase, returns on owning FundLogic SAS are expected to decrease by larger amounts. On the other hand, during market turmoil, FundLogic SAS is expected to significantly outperform it.

FundLogic SAS correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding FundLogic SAS Smartfund Cau C and equity matching DJI index in the same portfolio.

FundLogic SAS Volatility Indicators

FundLogic SAS Smartfund Cau C GBP Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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