ANIMA Europe (Ireland) Risk Analysis And Volatility Evaluation

IE0032465449 -- Ireland Fund  

EUR 7.74  0.00  0.00%

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 Risk Adjusted Performance of 0.014951 and Mean Deviation of 0.7552 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

One Month Beta |Analyze ANIMA Europe Equity Demand Trend
Check current 30 days ANIMA Europe correlation with market (DOW)
β = -0.9047
ANIMA Europe llmost one BetaANIMA Europe Equity Beta Legend

ANIMA Europe Equity Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

ANIMA Europe Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Europe Equity Silver has beta of -0.9047 . This indicates Moreover, ANIMA Europe Equity Silver has an alpha of 0.0928 implying that it can potentially generate 0.0928% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.9
Overall volatility
Information ratio =0.21

ANIMA Europe Return Volatility

ANIMA Europe Equity Silver accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

ANIMA Europe Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

ANIMA Europe Investment Opportunity

DOW has a standard deviation of returns of 0.45 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 against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of ANIMA Europe to be traded at €7.66 in 30 days.

ANIMA Europe correlation with market

Very good 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 Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.