GAM Star (Ireland) Risk Analysis And Volatility

F0GBR04SL2 -- Ireland Fund  

EUR 265.47  9.70  3.53%

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 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%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, GAM Star will likely underperform.
2 Months Beta |Analyze GAM Star European Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 1.626

GAM Star Central Daily Price Deviation

GAM Star European 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.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.626 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, GAM Star will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GAM Star European is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.43
β
Beta against DOW=1.63
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

GAM Star Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 0.66 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 your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of GAM Star to be traded at €254.85 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, GAM Star will likely underperform.

GAM Star correlation with market

correlation synergy
Weak 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.

GAM Star Current Risk Indicators

GAM Star Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
Search macroaxis.com