Baring Global (Ireland) Risk Analysis And Volatility

IE0032149506 -- Ireland Fund  

GBp 2,819  48.00  1.73%

Macroaxis considers Baring Global unknown risk given 2 months investment horizon. Baring Global Emerging secures Sharpe Ratio (or Efficiency) of 0.8618 which signifies that Baring Global Emerging had 0.8618% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. By analyzing Baring Global Emerging technical indicators you can presently evaluate if the expected return of 0.5591% is justified by implied risk. Please makes use of Baring Global Emerging to double-check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Baring Global Emerging Technical Analysis

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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 the returns on DOW and Baring Global appear 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 116.04. The daily returns are destributed with a variance of 0.42 and standard deviation of 0.65. The mean deviation of Baring Global Emerging Markets A GBP is currently at 0.56. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.65
Ir
Information ratio =0.00

Baring Global Return Volatility

Baring Global Emerging Markets A GBP accepts 0.6488% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baring Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Baring Global Investment Opportunity

DOW has a standard deviation of returns of 2.03 and is 3.12 times more volatile than Baring Global Emerging Markets A GBP. 5% 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 5 (%) of all global equities and portfolios over the last 30 days.

Baring Global Volatility Indicators

Baring Global Emerging Markets A GBP Current Risk Indicators

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