BNY Mellon (Ireland) Risk Analysis And Volatility Evaluation

IE0032722484 -- Ireland Fund  

EUR 2.03  0.00  0.00%

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 Euroland Bond C EUR which you can use to evaluate future volatility of the entity. Please confirm BNY Mellon Euroland 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 Euroland Technical Analysis

Transformation
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.

BNY Mellon Projected Return Density Against Market

Assuming 30 trading days horizon, BNY Mellon has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and BNY Mellon are completely uncorrelated. Furthermore, BNY Mellon Euroland Bond C EURIt does not look like BNY Mellon alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
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

BNY Mellon Euroland Bond C EUR 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 (%) 
      Timeline 

Market Risk Breakdown

BNY Mellon Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

BNY Mellon Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than BNY Mellon Euroland Bond C EUR. 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 Euroland Bond C EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

BNY Mellon Volatility Indicators

BNY Mellon Euroland Bond C EUR Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
Search macroaxis.com