GVQ UK (Ireland) Risk Analysis And Volatility

IE0033377502 -- Ireland Fund  

GBp 2,574  0.00  0.00%

Our approach towards determining 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 GVQ UK Focus which you can use to evaluate future volatility of the entity. Please check out GVQ UK Market Risk Adjusted Performance of 1.06 and Risk Adjusted Performance of 0.1715 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GVQ UK Market Sensitivity

As returns on market increase, GVQ UK returns are expected to increase less than the market. However during bear market, the loss on holding GVQ UK will be expected to be smaller as well.
2 Months Beta |Analyze GVQ UK Focus Demand Trend
Check current 30 days GVQ UK correlation with market (DOW)
β = 0.0721

GVQ UK Central Daily Price Deviation

GVQ UK Focus 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.

GVQ UK Projected Return Density Against Market

Assuming 30 trading days horizon, GVQ UK has beta of 0.0721 . This indicates as returns on market go up, GVQ UK average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GVQ UK Focus A will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0796 implying that it can potentially generate 0.0796% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

GVQ UK Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9746% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GVQ UK Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GVQ UK Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than GVQ UK Focus A. 0% of all equities and portfolios are less risky than GVQ UK. Compared to the overall equity markets, volatility of historical daily returns of GVQ UK Focus A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GVQ UK Focus A to protect your portfolios 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 GVQ UK to be traded at p;2548.26 in 30 days. . As returns on market increase, GVQ UK returns are expected to increase less than the market. However during bear market, the loss on holding GVQ UK will be expected to be smaller as well.

GVQ UK correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GVQ UK Focus A and equity matching DJI index in the same portfolio.

GVQ UK Volatility Indicators

GVQ UK Focus A 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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