Baring US (Ireland) Risk Analysis And Volatility

IE0000830459 -- Ireland Fund  

USD 25.75  0.002001  0.0078%

We consider Baring US not too risky. Baring US Reserve secures Sharpe Ratio (or Efficiency) of 0.1245 which signifies that the fund had 0.1245% of return per unit of risk over the last 2 months. Our philosophy towards 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 Baring US Reserve A USD which you can use to evaluate future volatility of the entity. Please confirm Baring US Reserve Risk Adjusted Performance of 0.0989 and Mean Deviation of 0.025 to double-check if risk estimate we provide are consistent with the epected return of 0.0052%.
Horizon     30 Days    Login   to change

Baring US Market Sensitivity

As returns on market increase, returns on owning Baring US are expected to decrease at a much smaller rate. During bear market, Baring US is likely to outperform the market.
2 Months Beta |Analyze Baring US Reserve Demand Trend
Check current 30 days Baring US correlation with market (DOW)
β = -0.0058

Baring US Central Daily Price Deviation

Baring US Reserve Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Baring US Reserve Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Baring US Projected Return Density Against Market

Assuming 30 trading days horizon, Baring US Reserve A USD has beta of -0.0058 . This indicates as returns on benchmark increase, returns on holding Baring US are expected to decrease at a much smaller rate. During bear market, however, Baring US Reserve A USD is likely to outperform the market. Moreover, The company has an alpha of 0.0028 implying that it can potentially generate 0.0028% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baring US is 803.01. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.04. The mean deviation of Baring US Reserve A USD is currently at 0.02. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.0028
β
Beta against DOW=0.0058
σ
Overall volatility
=0.0418
Ir
Information ratio =1.41

Baring US Return Volatility

the fund accepts 0.0418% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baring US Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

Very Small

60 Days Economic Sensitivity

Moves indifferently to market moves

Investment Outlook

Baring US Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 46.0 times more volatile than Baring US Reserve A USD. 0% of all equities and portfolios are less risky than Baring US. Compared to the overall equity markets, volatility of historical daily returns of Baring US Reserve A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Baring US Reserve A USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Baring US to be traded at $27.04 in 30 days. . As returns on market increase, returns on owning Baring US are expected to decrease at a much smaller rate. During bear market, Baring US is likely to outperform the market.

Baring US correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baring US Reserve A USD and equity matching DJI index in the same portfolio.

Baring US Volatility Indicators

Baring US Reserve A USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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