Perkins US (Ireland) Risk Analysis And Volatility

F0GBR04CLQ -- Ireland Fund  

USD 23.05  0.40  1.71%

Our philosophy towards forecasting 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 Perkins US Strategic which you can use to evaluate future volatility of the fund. Please check Perkins US Strategic Risk Adjusted Performance of 0.3153 and Coefficient Of Variation of 557.71 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Perkins US Market Sensitivity

As returns on market increase, returns on owning Perkins US are expected to decrease at a much smaller rate. During bear market, Perkins US is likely to outperform the market.
2 Months Beta |Analyze Perkins US Strategic Demand Trend
Check current 30 days Perkins US correlation with market (DOW)
β = -0.0159

Perkins US Central Daily Price Deviation

Perkins US Strategic Technical Analysis

Transformation
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Perkins US Projected Return Density Against Market

Assuming 30 trading days horizon, Perkins US Strategic Value A USD Acc has beta of -0.0159 suggesting as returns on benchmark increase, returns on holding Perkins US are expected to decrease at a much smaller rate. During bear market, however, Perkins US Strategic Value A USD Acc is likely to outperform the market. Moreover, The company has an alpha of 0.1884 implying that it can potentially generate 0.1884% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.19
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

Perkins US Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Perkins US Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Perkins US Investment Opportunity

DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than Perkins US Strategic Value A USD Acc. 0% of all equities and portfolios are less risky than Perkins US. Compared to the overall equity markets, volatility of historical daily returns of Perkins US Strategic Value A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Perkins US Strategic Value A USD Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Perkins US to be traded at $22.36 in 30 days. . As returns on market increase, returns on owning Perkins US are expected to decrease at a much smaller rate. During bear market, Perkins US is likely to outperform the market.

Perkins US correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Perkins US Strategic Value A U and equity matching DJI index in the same portfolio.

Perkins US Volatility Indicators

Perkins US Strategic Value A USD Acc Current Risk Indicators

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