BNY Mellon (Ireland) Risk Analysis And Volatility

IE0003950965 -- Ireland Fund  

EUR 2.07  0.00  0.00%

Our approach 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 BNY Mellon Global Em Mkts Eq Value A EUR which you can use to evaluate future volatility of the entity. Please confirm BNY Mellon Global to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

BNY Mellon Global Technical Analysis

Transformation
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BNY Mellon Projected Return Density Against Market

Assuming 30 trading days horizon, BNY Mellon has beta of 0.0 . This indicates the returns on DOW and BNY Mellon do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of BNY Mellon is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of BNY Mellon Global Em Mkts Eq Value A EUR is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

BNY Mellon Return Volatility

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

BNY Mellon Investment Opportunity

DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than BNY Mellon Global Em Mkts Eq Value A EUR. 0% of all equities and portfolios are less risky than BNY Mellon. Compared to the overall equity markets, volatility of historical daily returns of BNY Mellon Global Em Mkts Eq Value A EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

BNY Mellon Current Risk Indicators

BNY Mellon Suggested Diversification Pairs

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