Mediolanum Ch (Ireland) Risk Analysis And Volatility Evaluation

IE0004406397 -- Ireland Fund  

EUR 14.31  0.02  0.14%

We consider Mediolanum Ch unknown risk. Mediolanum Ch Intern has Sharpe Ratio of 0.3612 which conveys that Mediolanum Ch Intern had 0.3612% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Mediolanum Ch which you can use to evaluate future volatility of the organization. Please verify Mediolanum Ch International Bond SH A Mean Deviation of 0.2569 and Risk Adjusted Performance of 0.14 to check out if risk estimate we provide are consistent with the epected return of 0.0257%.
 Time Horizon     30 Days    Login   to change

Mediolanum Ch Market Sensitivity

As returns on market increase, Mediolanum Ch returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum Ch will be expected to be smaller as well.
One Month Beta |Analyze Mediolanum Ch Intern Demand Trend
Check current 30 days Mediolanum Ch correlation with market (DOW)
β = 0.3058
Mediolanum Ch Small BetaMediolanum Ch Intern Beta Legend

Mediolanum Ch Intern Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum Ch has beta of 0.3058 . This indicates as returns on market go up, Mediolanum Ch 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 
Assuming 30 trading days horizon, the coefficient of variation of Mediolanum Ch is 276.88. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.07. The mean deviation of Mediolanum Ch International Bond SH A is currently at 0.06. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.17
β
Beta against DOW=0.31
σ
Overall volatility
=0.07
Ir
Information ratio =0.53

Actual Return Volatility

Mediolanum Ch International Bond SH A accepts 0.0711% volatility on return distribution over the 30 days horizon. DOW inherits 0.5977% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mediolanum Ch Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Mediolanum Ch Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 8.57 times more volatile than Mediolanum Ch International Bond SH A. 0% of all equities and portfolios are less risky than Mediolanum Ch. 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 enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Mediolanum Ch to be traded at €15.03 in 30 days. As returns on market increase, Mediolanum Ch returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum Ch will be expected to be smaller as well.

Mediolanum Ch correlation with market

Weak 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.
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