Stewart Investors (Ireland) Risk Analysis And Volatility Evaluation

FOGBR05M1Y -- Ireland Fund  

USD 24.64  0.24  0.96%

Our philosophy towards measuring 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 Stewart Investors Glb EM Ldrs I Acc USD which you can use to evaluate future volatility of the fund. Please validate Stewart Investors Coefficient Of Variation of (665.15) and Risk Adjusted Performance of (0.21) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Stewart Investors Market Sensitivity

As returns on market increase, Stewart Investors returns are expected to increase less than the market. However during bear market, the loss on holding Stewart Investors will be expected to be smaller as well.
2 Months Beta |Analyze Stewart Investors Glb Demand Trend
Check current 30 days Stewart Investors correlation with market (DOW)
β = 0.0995

Stewart Investors Central Daily Price Deviation

Stewart Investors Glb 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.

Stewart Investors Projected Return Density Against Market

Assuming 30 trading days horizon, Stewart Investors has beta of 0.0995 suggesting as returns on market go up, Stewart Investors average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Stewart Investors Glb EM Ldrs I Acc USD will be expected to be much smaller as well. Additionally, Stewart Investors Glb EM Ldrs I Acc USD 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
=0.17
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

Stewart Investors Return Volatility

Stewart Investors Glb EM Ldrs I Acc USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Stewart Investors Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Stewart Investors Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than Stewart Investors Glb EM Ldrs I Acc USD. 0% of all equities and portfolios are less risky than Stewart Investors. Compared to the overall equity markets, volatility of historical daily returns of Stewart Investors Glb EM Ldrs I Acc USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Stewart Investors Glb EM Ldrs I Acc USD to protect against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Stewart Investors to be traded at $24.15 in 30 days. As returns on market increase, Stewart Investors returns are expected to increase less than the market. However during bear market, the loss on holding Stewart Investors will be expected to be smaller as well.

Stewart Investors correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Stewart Investors Glb EM Ldrs and equity matching DJI index in the same portfolio.

Stewart Investors Volatility Indicators

Stewart Investors Glb EM Ldrs I Acc USD Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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