Brandes Global (Ireland) Risk Analysis And Volatility Evaluation

IE0031574209 -- Ireland Fund  

EUR 23.81  0.20  0.83%

Our philosophy in 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 Brandes Global Value I Euro Acc which you can use to evaluate future volatility of the entity. Please confirm Brandes Global Value to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Brandes Global Value Technical Analysis

Transformation
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Brandes Global Projected Return Density Against Market

Assuming 30 trading days horizon, Brandes Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Brandes Global are completely uncorrelated. Furthermore, Brandes Global Value I Euro AccIt does not look like Brandes Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Brandes Global Return Volatility

Brandes Global Value I Euro Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Brandes Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Brandes Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Brandes Global Value I Euro Acc. 0% of all equities and portfolios are less risky than Brandes Global. Compared to the overall equity markets, volatility of historical daily returns of Brandes Global Value I Euro Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Brandes Global Volatility Indicators

Brandes Global Value I Euro Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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