FundLogic SAS (Ireland) Risk Analysis And Volatility Evaluation

F00000X0YA -- Ireland Fund  

GBp 107,659  62.00  0.06%

Our philosophy towards predicting 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 technical indicators for FundLogic SAS Smartfund Cau C GBP which you can use to evaluate future volatility of the entity. Please confirm FundLogic SAS Smartfund Standard Deviation of 2055.12, Mean Deviation of 836.47 and Coefficient Of Variation of 468.91 to check if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze FundLogic SAS Smartfund Demand Trend
Check current 30 days FundLogic SAS correlation with market (DOW)
β = -763.8271
FundLogic SAS Large Negative BetaFundLogic SAS Smartfund Beta Legend

FundLogic SAS Smartfund 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.

FundLogic SAS Projected Return Density Against Market

Assuming 30 trading days horizon, FundLogic SAS Smartfund Cau C GBP has beta of -763.8271 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, FundLogic SAS Smartfund Cau C GBP has an alpha of 306.3173 implying that it can potentially generate 306.3173% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=306.32
β
Beta against DOW=763.83
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

FundLogic SAS Return Volatility

FundLogic SAS Smartfund Cau C GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

FundLogic SAS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

FundLogic SAS Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than FundLogic SAS Smartfund Cau C GBP. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use FundLogic SAS Smartfund Cau C GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of FundLogic SAS to be traded at p;113041.95 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

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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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