Russell Emerg (Ireland) Risk Analysis And Volatility Evaluation

Horizon

30 Days    Login   to change

Russell Emerg Market Sensitivity

As returns on market increase, returns on owning Russell Emerg are expected to decrease at a much smaller rate. During bear market, Russell Emerg is likely to outperform the market. One Month Beta |Analyze Russell Emerg Mkts Demand Trend Check current 30 days Russell Emerg correlation with market (DOW) β = -0.3218

Russell Emerg Mkts Technical Analysis

Transformation

Average Price Average Price Median Price Typical Price Weighted Close Price

Russell Emerg Projected Return Density Against Market

Assuming 30 trading days horizon, Russell Emerg Mkts Eq J has beta of -0.3218 suggesting as returns on benchmark increase, returns on holding Russell Emerg are expected to decrease at a much smaller rate. During bear market, however, Russell Emerg Mkts Eq J is likely to outperform the market. Additionally, Russell Emerg Mkts Eq J 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

Russell Emerg Return Volatility

Russell Emerg Mkts Eq J accepts 1.8265% volatility on return distribution over the 30 days horizon. DOW inherits 0.3914% risk (volatility on return distribution) over the 30 days horizon.