GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04SL3 -- Ireland Fund  

GBp 430.00  4.00  0.92%

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 Asia 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%.
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.
One Month Beta |Analyze GAM Star Asia Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.1671
GAM Star Central Price Deviations

GAM Star Asia 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, GAM Star Asia Pacific Equity GBP Acc has beta of -0.1671 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. Additionally, GAM Star Asia Pacific Equity GBP Acc 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 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

GAM Star Return Volatility

GAM Star Asia Pacific Equity GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2257% 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

Insignificant

Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than GAM Star Asia Pacific Equity GBP Acc. 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 Asia Pacific Equity GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Asia Pacific Equity GBP Acc to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of GAM Star to be traded at p;421.4 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
Very 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

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