GAM Star (Ireland) Risk Analysis And Volatility

F0GBR04SL3 -- Ireland Fund  

GBp 391.00  6.00  1.51%

GAM Star is unknown risk given 2 months investment horizon. GAM Star Asia holds Efficiency (Sharpe) Ratio of 0.3592 which attests that the fund had 0.3592% of return per unit of risk over the last 2 months. Our approach towards determining volatility of a fund is to use GAM Star Asia market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 150.1969% are justified by taking the suggested risk. Use GAM Star Asia Pacific Equity GBP Acc Semi Deviation of 0.7158 and Downside Deviation of 1.49 to evaluate company specific risk that cannot be diversified away.
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 Asia Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.1042

GAM Star Central Daily Price Deviation

GAM Star Asia Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star Asia Pacific Equity GBP Acc has beta of -0.1042 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 Asia Pacific Equity GBP Acc is likely to outperform the market. Moreover, The company has an alpha of 0.0558 implying that it can potentially generate 0.0558% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is 278.43. The daily returns are destributed with a variance of 174888.65 and standard deviation of 418.2. The mean deviation of GAM Star Asia Pacific Equity GBP Acc is currently at 283.27. For similar time horizon, the selected benchmark (DOW) has volatility of 1.74
α
Alpha over DOW
=0.06
β
Beta against DOW=0.1
σ
Overall volatility
=418.20
Ir
Information ratio =0.21

GAM Star Return Volatility

the fund accepts 418.1969% volatility on return distribution over the 30 days horizon. the entity inherits 1.657% 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 Asia Pacific Equity GBP Acc has a volatility of 418.2 and is 251.93 times more volatile than DOW. 96% 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 Asia Pacific Equity GBP Acc is higher than 96 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Asia Pacific Equity GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of GAM Star to be traded at p;379.27 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 Asia Pacific Equity G and equity matching DJI index in the same portfolio.

GAM Star Volatility Indicators

GAM Star Asia Pacific Equity GBP Acc Current Risk Indicators

Additionally see Investing Opportunities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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