Baring Global (Ireland) Risk Analysis And Volatility Evaluation

IE0032149506 -- Ireland Fund  

GBp 3,062  19.00  0.62%

Macroaxis considers Baring Global not too risky given 1 month investment horizon. Baring Global Emerging secures Sharpe Ratio (or Efficiency) of 0.5396 which signifies that Baring Global Emerging had 0.5396% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. By analyzing Baring Global Emerging technical indicators you can presently evaluate if the expected return of 0.7356% is justified by implied risk. Please makes use of Baring Global Emerging to double-check if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Baring Global Emerging Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Baring Global Emerging Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Assuming 30 trading days horizon, Baring Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Baring Global are completely uncorrelated. Furthermore, Baring Global Emerging Markets A GBPIt does not look like Baring Global alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Baring Global is 185.34. The daily returns are destributed with a variance of 1.86 and standard deviation of 1.36. The mean deviation of B