GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04SL2 -- Ireland Fund  

EUR 267.79  14.01  4.97%

Macroaxis considers GAM Star to be unknown risk. GAM Star European holds Efficiency (Sharpe) Ratio of -0.2304 which attests that GAM Star European had -0.2304% of return per unit of risk over the last 2 months. Macroaxis approach towards determining 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. GAM Star European exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GAM Star to validate risk estimate we provide.
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
2 Months Beta |Analyze GAM Star European Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.1818

GAM Star Central Daily Price Deviation

GAM Star European Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star European Equity EUR has beta of -0.1818 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star European Equity EUR is likely to outperform the market. Additionally, GAM Star European Equity EUR has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is -433.97. The daily returns are destributed with a variance of 35.18 and standard deviation of 5.93. The mean deviation of GAM Star European Equity EUR is currently at 3.98. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.05
β
Beta against DOW=0.18
σ
Overall volatility
=5.93
Ir
Information ratio =0.06

GAM Star Return Volatility

GAM Star European Equity EUR accepts 5.9316% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GAM Star Investment Opportunity

GAM Star European Equity EUR has a volatility of 5.93 and is 4.63 times more volatile than DOW. 53% 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 higher than 53 (%) 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 very speculative upward sentiment.. Check odds of GAM Star to be traded at €254.4 in 30 days. As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.

GAM Star correlation with market

correlation synergy
Good 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 Volatility Indicators

GAM Star European Equity EUR Current Risk Indicators

Additionally see Investing Opportunities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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