Charlemagne Magna (Ireland) Risk Analysis And Volatility

F0GBR06QAN -- Ireland Fund  

EUR 9.04  0.00  0.00%

Our philosophy in foreseeing 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 Charlemagne Magna Africa C which you can use to evaluate future volatility of the entity. Please confirm Charlemagne Magna Mean Deviation of 2.12 and Risk Adjusted Performance of (0.57) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Charlemagne Magna Market Sensitivity

As returns on market increase, Charlemagne Magna returns are expected to increase less than the market. However during bear market, the loss on holding Charlemagne Magna will be expected to be smaller as well.
2 Months Beta |Analyze Charlemagne Magna Demand Trend
Check current 30 days Charlemagne Magna correlation with market (DOW)
β = 0.0712

Charlemagne Magna Central Daily Price Deviation

Charlemagne Magna Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Charlemagne Magna Projected Return Density Against Market

Assuming 30 trading days horizon, Charlemagne Magna has beta of 0.0712 suggesting as returns on market go up, Charlemagne Magna average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Charlemagne Magna Africa C will be expected to be much smaller as well. Additionally, Charlemagne Magna Africa C 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 
      Returns 
α
Alpha over DOW
=0.91
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.24

Charlemagne Magna Return Volatility

Charlemagne Magna Africa C accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0235% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Charlemagne Magna Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Charlemagne Magna Investment Opportunity

DOW has a standard deviation of returns of 2.02 and is 9.223372036854776E16 times more volatile than Charlemagne Magna Africa C. 0% of all equities and portfolios are less risky than Charlemagne Magna. Compared to the overall equity markets, volatility of historical daily returns of Charlemagne Magna Africa C is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Charlemagne Magna Africa C to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Charlemagne Magna to be traded at €8.95 in 30 days. . As returns on market increase, Charlemagne Magna returns are expected to increase less than the market. However during bear market, the loss on holding Charlemagne Magna will be expected to be smaller as well.

Charlemagne Magna correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Charlemagne Magna Africa C and equity matching DJI index in the same portfolio.

Charlemagne Magna Volatility Indicators

Charlemagne Magna Africa C Current Risk Indicators

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