PineBridge Europe (Ireland) Risk Analysis And Volatility Evaluation

F0GBR05716 -- Ireland Fund  

 33.33  0.08  0.24%

We consider PineBridge Europe unknown risk. PineBridge Europe Small maintains Sharpe Ratio (i.e. Efficiency) of 0.5774 which implies PineBridge Europe Small had 0.5774% of return per unit of risk over the last 1 month. Our philosophy towards forecasting 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 PineBridge Europe Small which you can use to evaluate future volatility of the fund. Please check PineBridge Europe Small to confirm if risk estimate we provide are consistent with the epected return of 0.1204%.
Horizon     30 Days    Login   to change

PineBridge Europe Small Technical Analysis

Transformation
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PineBridge Europe Projected Return Density Against Market

Assuming 30 trading days horizon, PineBridge Europe has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and PineBridge Europe are completely uncorrelated. Furthermore, PineBridge Europe Small Cap Equity A1It does not look like PineBridge Europe alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of PineBridge Europe is 173.21. The daily returns are destributed with a variance of 0.04 and standard deviation of 0.21. The mean deviation of PineBridge Europe Small Cap Equity A1 is currently at 0.16. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.21
Ir
Information ratio =0.00

PineBridge Europe Return Volatility

PineBridge Europe Small Cap Equity A1 accepts 0.2086% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

PineBridge Europe Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 2.14 times more volatile than PineBridge Europe Small Cap Equity A1. 1% of all equities and portfolios are less risky than PineBridge Europe. Compared to the overall equity markets, volatility of historical daily returns of PineBridge Europe Small Cap Equity A1 is lower than 1 (%) of all global equities and portfolios over the last 30 days.

PineBridge Europe Volatility Indicators

PineBridge Europe Small Cap Equity A1 Current Risk Indicators

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