Baring Global (Ireland) Risk Analysis And Volatility Evaluation

IE0032149506 -- Ireland Fund  

GBp 2,662  54.00  2.07%

Macroaxis considers Baring Global to be unknown risk. Baring Global Emerging secures Sharpe Ratio (or Efficiency) of -0.7003 which signifies that Baring Global Emerging had -0.7003% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Baring Global Emerging Markets A GBP exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Baring Global Emerging to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Baring Global Emerging Technical Analysis

Transformation
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Baring Global 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.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baring Global is -142.8. The daily returns are destributed with a variance of 10.51 and standard deviation of 3.24. The mean deviation of Baring Global Emerging Markets A GBP is currently at 2.3. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=3.24
Ir
Information ratio =0.00

Baring Global Return Volatility

Baring Global Emerging Markets A GBP accepts 3.2419% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baring Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Baring Global Investment Opportunity

Baring Global Emerging Markets A GBP has a volatility of 3.24 and is 3.12 times more volatile than DOW. 29% of all equities and portfolios are less risky than Baring Global. Compared to the overall equity markets, volatility of historical daily returns of Baring Global Emerging Markets A GBP is lower than 29 (%) of all global equities and portfolios over the last 30 days.

Baring Global Volatility Indicators

Baring Global Emerging Markets A GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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