Edinburgh Partners (Ireland) Risk Analysis And Volatility

IE0034142335 -- Ireland Fund  

GBp 136.00  134.60  96.14%

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

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Edinburgh Partners Glbl Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Edinburgh Partners Projected Return Density Against Market

Assuming 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 
      Returns 
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
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=238.27
Ir
Information ratio =0.00

Edinburgh Partners Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Edinburgh Partners Volatility Factors

60 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Very low

60 Days Economic Sensitivity

Ignores market trends

Investment Outlook

Edinburgh Partners Investment Opportunity

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.

Edinburgh Partners Volatility Indicators

Edinburgh Partners Glbl Opps GBP I Current Risk Indicators

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