Oasis Crescent (Ireland) Risk Analysis And Volatility

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 Risk Adjusted Performance of 0.1204 and Coefficient Of Variation of 1183.73 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Oasis Crescent Market Sensitivity

As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.
2 Months Beta |Analyze Oasis Crescent Glbl Demand Trend
Check current 30 days Oasis Crescent correlation with market (DOW)
β = 0.0241

Oasis Crescent Central Daily Price Deviation

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 0.0241 suggesting as returns on market go up, Oasis Crescent average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Oasis Crescent Glbl Property Eq A will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0251 implying that it can potentially generate 0.0251% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0251
β
Beta against DOW=0.0241
σ
Overall volatility
=0.00
Ir
Information ratio =0.1

Oasis Crescent Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8162% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Oasis Crescent Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Oasis Crescent Investment Opportunity

DOW has a standard deviation of returns of 1.82 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. Use Oasis Crescent Glbl Property Eq A to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Oasis Crescent to be traded at $0.0 in 30 days. . As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.

Oasis Crescent correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Oasis Crescent Glbl Property E and equity matching DJI index in the same portfolio.

Oasis Crescent Volatility Indicators

Oasis Crescent Glbl Property Eq A Current Risk Indicators

Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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