GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04SL2 -- Ireland Fund  

EUR 328.83  0.94  0.28%

Our approach towards determining 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-one technical indicators for GAM Star European 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%.
 Time Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
One Month Beta |Analyze GAM Star European Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.2731
GAM Star Small BetaGAM Star European Beta Legend

GAM Star European Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.2731 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star European Equity EUR will be expected to be much smaller as well. Moreover, GAM Star European Equity EUR has an alpha of 0.1362 implying that it can potentially generate 0.1362% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.14
β
Beta against DOW=0.27
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Actual Return Volatility

GAM Star European Equity EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4461% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than GAM Star European Equity EUR. 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 European Equity EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star European Equity EUR to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of GAM Star to be traded at €325.54 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star European Equity EUR I and equity matching DJI index in the same portfolio.

Volatility Indicators

GAM Star 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.