Mediolanum (Ireland) Risk Analysis And Volatility Evaluation

IE0004406397 -- Ireland Fund  

EUR 13.94  0.02  0.14%

Our philosophy towards estimating 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 Mediolanum which you can use to evaluate future volatility of the organization. Please verify Mediolanum Ch International Bond SH A Mean Deviation of 0.1028 and Risk Adjusted Performance of 0.14 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Mediolanum Market Sensitivity

As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.
One Month Beta |Analyze Mediolanum Ch Intern Demand Trend
Check current 30 days Mediolanum correlation with market (DOW)
β = 0.0178
Mediolanum Small BetaMediolanum Ch Intern Beta Legend

Mediolanum Ch Intern Technical Analysis

Transformation
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Mediolanum Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum has beta of 0.0178 . This indicates as returns on market go up, Mediolanum average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mediolanum Ch International Bond SH A will be expected to be much smaller as well. Additionally, Mediolanum Ch International Bond SH A 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
=0.03
β
Beta against DOW=0.0178
σ
Overall volatility
=0.00
Ir
Information ratio =0.88

Mediolanum Return Volatility

Mediolanum Ch International Bond SH A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mediolanum Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Mediolanum Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than Mediolanum Ch International Bond SH A. 0% of all equities and portfolios are less risky than Mediolanum. Compared to the overall equity markets, volatility of historical daily returns of Mediolanum Ch International Bond SH A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mediolanum Ch International Bond SH A to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Mediolanum to be traded at €13.8 in 30 days. As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.

Mediolanum correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mediolanum Ch International Bo and equity matching DJI index in the same portfolio.

Mediolanum Volatility Indicators

Mediolanum Ch International Bond SH A Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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