Edinburgh Partners (Ireland) Risk Analysis And Volatility Evaluation

IE0034142335 -- Ireland Fund  

GBp 140.00  6.00  4.11%

Macroaxis considers Edinburgh Partners to be unknown risk. Edinburgh Partners Glbl secures Sharpe Ratio (or Efficiency) of -0.813 which denotes Edinburgh Partners Glbl had -0.813% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. Edinburgh Partners Glbl Opps GBP I exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Edinburgh Partners Glbl to check risk estimate we provide.
Horizon     30 Days    Login   to change

Edinburgh Partners Glbl Technical Analysis

Transformation
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Edinburgh Partners Projected Return Density Against Market

Assuming 30 trading days horizon, Edinburgh Partners has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Edinburgh Partners are completely uncorrelated. Furthermore, Edinburgh Partners Glbl Opps GBP IIt does not look like Edinburgh Partners alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Edinburgh Partners is -123.01. The daily returns are destributed with a variance of 2.83 and standard deviation of 1.68. The mean deviation of Edinburgh Partners Glbl Opps GBP I is currently at 1.37. 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
=1.68
Ir
Information ratio =0.00

Edinburgh Partners Return Volatility

Edinburgh Partners Glbl Opps GBP I accepts 1.6837% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Edinburgh Partners Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Edinburgh Partners Investment Opportunity

Edinburgh Partners Glbl Opps GBP I has a volatility of 1.68 and is 1.62 times more volatile than DOW. 15% 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 lower than 15 (%) of all global equities and portfolios over the last 30 days.

Edinburgh Partners Volatility Indicators

Edinburgh Partners Glbl Opps GBP I Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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