Brandes Global (Ireland) Risk Analysis And Volatility

IE0031574209 -- Ireland Fund  

EUR 23.66  0.16  0.67%

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 Mean Deviation of 0.0985 and Risk Adjusted Performance of (0.10) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

60 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Brandes Global Market Sensitivity

As returns on market increase, Brandes Global returns are expected to increase less than the market. However during bear market, the loss on holding Brandes Global will be expected to be smaller as well.
2 Months Beta |Analyze Brandes Global Value Demand Trend
Check current 30 days Brandes Global correlation with market (DOW)
β = 0.1096

Brandes Global Central Daily Price Deviation

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 0.1096 . This indicates as returns on market go up, Brandes Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Brandes Global Value I Euro Acc will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Brandes Global Value is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.68

Brandes Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6319% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Brandes Global Investment Opportunity

DOW has a standard deviation of returns of 0.63 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. Use Brandes Global Value I Euro Acc to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Brandes Global to be traded at €23.19 in 30 days. . As returns on market increase, Brandes Global returns are expected to increase less than the market. However during bear market, the loss on holding Brandes Global will be expected to be smaller as well.

Brandes Global correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Brandes Global Value I Euro Ac and equity matching DJI index in the same portfolio.

Brandes Global Current Risk Indicators

Brandes Global Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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