GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04SL3 -- Ireland Fund  

GBp 440.00  6.00  1.38%

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 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%.
 Time Horizon     30 Days    Login   to change

GAM Star Asia Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0271 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 Asia Pacific Equity GBP Acc will be expected to be much smaller as well. Furthermore, GAM Star Asia Pacific Equity GBP AccIt does not look like GAM Star alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.0271
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

GAM Star Asia Pacific Equity GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6629% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.66 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 enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of GAM Star to be traded at p;484.0 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

Significant 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.
Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.