Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F0GBR066PV -- Ireland Fund  

USD 9.53  0.09  0.94%

Macroaxis considers Oasis Crescent to be not too volatile. Oasis Crescent Glbl maintains Sharpe Ratio (i.e. Efficiency) of -0.5641 which implies Oasis Crescent Glbl had -0.5641% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting 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. Oasis Crescent Glbl exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Oasis Crescent Glbl to confirm risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Oasis Crescent Glbl Technical Analysis

The output start index for this execution was zero with a total number of output elements of seventeen. Oasis Crescent Glbl Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Assuming 30 trading days horizon, Oasis Crescent has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Oasis Crescent are completely uncorrelated. Furthermore, Oasis Crescent Glbl Property Eq AIt does not look like Oasis Crescent alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Oasis Crescent is -177.28. The daily returns are destributed with a variance of 0.16 and standard deviation of 0.41. The mean deviation of Oasis Crescent Glbl Property Eq A is currently at 0.28. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

Oasis Crescent Glbl Property Eq A accepts 0.4053% volatility on return distribution over the 30 days horizon. DOW inherits 0.5115% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Oasis Crescent Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Oasis Crescent Investment Opportunity
DOW has a standard deviation of returns of 0.51 and is 1.24 times more volatile than Oasis Crescent Glbl Property Eq A. 3% of all equities and portfolios are less risky than Oasis Crescent. Compared to the overall equity markets, volatility of historical daily returns of Oasis Crescent Glbl Property Eq A is lower than 3 (%) of all global equities and portfolios over the last 30 days.

Oasis Crescent Current Risk Indicators

Additionally see Investing Opportunities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.