Edinburgh Partners is abnormally risky given 2 months investment horizon. Edinburgh Partners Glbl secures Sharpe Ratio (or Efficiency) of 0.2093 which denotes the fund had 0.2093% of return per unit of risk over the last 2 months. Our philosophy towards predicting volatility of a fund is to use Edinburgh Partners Glbl market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 49.8665% are justified by taking the suggested risk. Use Edinburgh Partners to evaluate company specific risk that cannot be diversified away.
|Horizon||30 Days Login to change|
Edinburgh Partners Glbl Technical Analysis
Edinburgh Partners Projected Return Density Against MarketAssuming 30 trading days horizon, Edinburgh Partners has beta of 0.0 . This indicates the returns on DOW and Edinburgh Partners do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Edinburgh Partners is 477.81. The daily returns are destributed with a variance of 56771.67 and standard deviation of 238.27. The mean deviation of Edinburgh Partners Glbl Opps GBP I is currently at 105.57. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Edinburgh Partners Return Volatilitythe fund accepts 238.2681% volatility on return distribution over the 30 days horizon. the entity inherits 1.9504% risk (volatility on return distribution) over the 30 days horizon.
Edinburgh Partners Glbl Opps GBP I has a volatility of 238.27 and is 122.19 times more volatile than DOW. 96% of all equities and portfolios are less risky than Edinburgh Partners. Compared to the overall equity markets, volatility of historical daily returns of Edinburgh Partners Glbl Opps GBP I is higher than 96 (%) of all global equities and portfolios over the last 30 days.