Oasis Crescent (Ireland) Risk Analysis And Volatility Evaluation

F0GBR066PV -- Ireland Fund  

USD 9.04  0.06  0.67%

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 0.0%.
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 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Oasis Crescent Return Volatility

Oasis Crescent Glbl Property Eq A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2257% 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

Insignificant

Investment Outlook

Oasis Crescent Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than Oasis Crescent Glbl Property Eq A. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.

Oasis Crescent Volatility Indicators

Oasis Crescent Glbl Property Eq A Current Risk Indicators

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