Man GLG (Ireland) Risk Analysis And Volatility Evaluation

F0GBR05V7L -- Ireland Fund  

EUR 201.14  1.48  0.74%

Our philosophy towards estimating 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 Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG European Equity D EUR Acc Mean Deviation of 0.7997 and Risk Adjusted Performance of 0.13 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Man GLG Market Sensitivity

As returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.
One Month Beta |Analyze Man GLG European Demand Trend
Check current 30 days Man GLG correlation with market (DOW)
β = 0.1108
Man GLG Small BetaMan GLG European Beta Legend

Man GLG European Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Man GLG has beta of 0.1108 suggesting as returns on market go up, Man GLG average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Man GLG European Equity D EUR Acc will be expected to be much smaller as well. Additionally, Man GLG European Equity D EUR 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
=0.3
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.34

Actual Return Volatility

Man GLG European Equity D EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6284% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Man GLG Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Man GLG Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Man GLG European Equity D EUR Acc. 0% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG European Equity D EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Man GLG European Equity D EUR Acc to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Man GLG to be traded at €221.25 in 30 days. As returns on market increase, Man GLG returns are expected to increase less than the market. However during bear market, the loss on holding Man GLG will be expected to be smaller as well.

Man GLG correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Man GLG European Equity D EUR and equity matching DJI index in the same portfolio.
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