ANIMA Europe (Ireland) Risk Analysis And Volatility

IE0032465449 -- Ireland Fund  

EUR 7.74  0.12  0.02%

Our approach to 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 ANIMA Europe Equity Silver which you can use to evaluate future volatility of the entity. Please confirm ANIMA Europe Equity Mean Deviation of 0.6588 and Risk Adjusted Performance of (0.13) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

ANIMA Europe Market Sensitivity

As returns on market increase, ANIMA Europe returns are expected to increase less than the market. However during bear market, the loss on holding ANIMA Europe will be expected to be smaller as well.
2 Months Beta |Analyze ANIMA Europe Equity Demand Trend
Check current 30 days ANIMA Europe correlation with market (DOW)
β = 0.0816

ANIMA Europe Central Daily Price Deviation

ANIMA Europe Equity Technical Analysis

Transformation
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ANIMA Europe Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Europe has beta of 0.0816 . This indicates as returns on market go up, ANIMA Europe average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ANIMA Europe Equity Silver will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. ANIMA Europe Equity is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.0058

ANIMA Europe Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ANIMA Europe Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

ANIMA Europe Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 9.223372036854776E16 times more volatile than ANIMA Europe Equity Silver. 0% of all equities and portfolios are less risky than ANIMA Europe. Compared to the overall equity markets, volatility of historical daily returns of ANIMA Europe Equity Silver is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ANIMA Europe Equity Silver to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of ANIMA Europe to be traded at €7.66 in 30 days. . As returns on market increase, ANIMA Europe returns are expected to increase less than the market. However during bear market, the loss on holding ANIMA Europe will be expected to be smaller as well.

ANIMA Europe correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding ANIMA Europe Equity Silver and equity matching DJI index in the same portfolio.

ANIMA Europe Volatility Indicators

ANIMA Europe Equity Silver Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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