GAM Star (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04SL3 -- Ireland Fund  

GBp 430.00  4.00  0.94%

Macroaxis considers GAM Star to be unknown risk. GAM Star Asia holds Efficiency (Sharpe) Ratio of -0.5705 which attests that GAM Star Asia had -0.5705% of return per unit of risk over the last 1 month. 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 Asia 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.
One Month Beta |Analyze GAM Star Asia Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.2026
GAM Star Almost negative betaGAM Star Asia Beta Legend

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 -0.2026 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, GAM Star Asia Pacific Equity GBP Acc has an alpha of 0.1247 implying that it can potentially generate 0.1247% 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 -175.29. The daily returns are destributed with a variance of 0.86 and standard deviation of 0.93. The mean deviation of GAM Star Asia Pacific Equity GBP Acc is currently at 0.71. For similar time horizon, the selected benchmark (DOW) has volatility of 0.38
α
Alpha over DOW
=0.12
β
Beta against DOW=0.2
σ
Overall volatility
=0.93
Ir
Information ratio =0.0159

GAM Star Return Volatility

GAM Star Asia Pacific Equity GBP Acc accepts 0.9272% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% 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

Unaffected

Investment Outlook

GAM Star Investment Opportunity

GAM Star Asia Pacific Equity GBP Acc has a volatility of 0.93 and is 2.38 times more volatile than DOW. 8% 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 8 (%) 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 moderate upward volatility. Check odds of GAM Star to be traded at p;473.0 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

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 Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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