GVQ UK (Ireland) Risk Analysis And Volatility Evaluation

IE0033377502 -- Ireland Fund  

GBp 2,997  50.00  1.64%

Macroaxis considers GVQ UK to be unknown risk. GVQ UK Focus holds Efficiency (Sharpe) Ratio of -0.362 which attests that GVQ UK Focus had -0.362% of return per unit of volatility over the last 1 month. Macroaxis approach towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. GVQ UK Focus exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GVQ UK to validate risk estimate we provide.
Horizon     30 Days    Login   to change

GVQ UK Focus Technical Analysis

Transformation
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GVQ UK Projected Return Density Against Market

Assuming 30 trading days horizon, GVQ UK has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and GVQ UK are completely uncorrelated. Furthermore, GVQ UK Focus AIt does not look like GVQ UK alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GVQ UK is -276.22. The daily returns are destributed with a variance of 6.56 and standard deviation of 2.56. The mean deviation of GVQ UK Focus A is currently at 1.89. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.56
Ir
Information ratio =0.00

GVQ UK Return Volatility

GVQ UK Focus A accepts 2.5622% volatility on return distribution over the 30 days horizon. DOW inherits 1.0379% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GVQ UK Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

GVQ UK Investment Opportunity

GVQ UK Focus A has a volatility of 2.56 and is 2.46 times more volatile than DOW. 23% 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 23 (%) of all global equities and portfolios over the last 30 days.

GVQ UK Volatility Indicators

GVQ UK Focus A Current Risk Indicators

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