BNY Mellon (Ireland) Risk Analysis And Volatility

Our approach towards 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 BNY Mellon US Dollar Liquidity H which you can use to evaluate future volatility of the entity. Please confirm BNY Mellon US to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BNY Mellon US Technical Analysis

Transformation
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BNY Mellon Projected Return Density Against Market

Assuming 30 trading days horizon, BNY Mellon has beta of 0.0 . This indicates the returns on DOW and BNY Mellon do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of BNY Mellon is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of BNY Mellon US Dollar Liquidity H is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

BNY Mellon Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6978% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

BNY Mellon Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than BNY Mellon US Dollar Liquidity H. 0% of all equities and portfolios are less risky than BNY Mellon. Compared to the overall equity markets, volatility of historical daily returns of BNY Mellon US Dollar Liquidity H is lower than 0 (%) of all global equities and portfolios over the last 30 days.

BNY Mellon Current Risk Indicators

BNY Mellon Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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