Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F0GBR066PV -- Ireland Fund  

USD 9.38  0.01  0.11%

We consider Oasis Crescent unknown risk. Oasis Crescent Glbl maintains Sharpe Ratio (i.e. Efficiency) of 0.3084 which implies Oasis Crescent Glbl had 0.3084% 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 Oasis Crescent Glbl which you can use to evaluate future volatility of the fund. Please check Oasis Crescent Glbl to confirm if risk estimate we provide are consistent with the epected return of 0.0643%.
Horizon     30 Days    Login   to change

Oasis Crescent Glbl Technical Analysis

Transformation
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Oasis Crescent 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Oasis Crescent is 324.29. The daily returns are destributed with a variance of 0.04 and standard deviation of 0.21. The mean deviation of Oasis Crescent Glbl Property Eq A is currently at 0.15. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.21
Ir
Information ratio =0.00

Oasis Crescent Return Volatility

Oasis Crescent Glbl Property Eq A accepts 0.2084% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Oasis Crescent Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Oasis Crescent Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 2.14 times more volatile than Oasis Crescent Glbl Property Eq A. 1% 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 1 (%) of all global equities and portfolios over the last 30 days.

Oasis Crescent Volatility Indicators

Oasis Crescent Glbl Property Eq A Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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