Marriott (Ireland) Risk Analysis And Volatility Evaluation

IE0031760055 -- Ireland Fund  

USD 1.57  0.01  0.64%

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 Marriott which you can use to evaluate future volatility of the organization. Please verify Marriott IF International Growth to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Marriott IF Internat Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Marriott Projected Return Density Against Market

Assuming 30 trading days horizon, Marriott IF International Growth has beta of -0.0033 . This indicates as returns on benchmark increase, returns on holding Marriott are expected to decrease at a much smaller rate. During bear market, however, Marriott IF International Growth is likely to outperform the market. Furthermore, Marriott IF International GrowthIt does not look like Marriott alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.0033
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Marriott Return Volatility

Marriott IF International Growth accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Portfolio Backtesting Now

   

Portfolio Backtesting

Avoid under-diversification and over-optimization by backtesting your portfolios
All  Next Launch Portfolio Backtesting

Investment Outlook

Marriott Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Marriott IF International Growth. 0% of all equities and portfolios are less risky than Marriott. Compared to the overall equity markets, volatility of historical daily returns of Marriott IF International Growth is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Marriott IF International Growth to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Marriott to be traded at $1.727 in 30 days. As returns on market increase, returns on owning Marriott are expected to decrease at a much smaller rate. During bear market, Marriott is likely to outperform the market.

Marriott correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Marriott IF International Grow and equity matching DJI index in the same portfolio.

Marriott Volatility Indicators

Marriott IF International Growth Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.
Search macroaxis.com