Edinburgh Partners (Ireland) Risk Analysis And Volatility Evaluation

IE0034142335 -- Ireland Fund  

GBp 150.00  2.00  1.32%

We consider Edinburgh Partners unknown risk. Edinburgh Partners Glbl secures Sharpe Ratio (or Efficiency) of 0.0024 which denotes Edinburgh Partners Glbl had 0.0024% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Edinburgh Partners Glbl Opps GBP I which you can use to evaluate future volatility of the entity. Please confirm Edinburgh Partners Glbl to check if risk estimate we provide are consistent with the epected return of 0.0013%.
 Time Horizon     30 Days    Login   to change

Edinburgh Partners Glbl Technical Analysis

Transformation
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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 40831.41. The daily returns are destributed with a variance of 0.29 and standard deviation of 0.54. The mean deviation of Edinburgh Partners Glbl Opps GBP I is currently at 0.27. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.54
Ir
Information ratio =0.00

Actual Return Volatility

Edinburgh Partners Glbl Opps GBP I accepts 0.539% volatility on return distribution over the 30 days horizon. DOW inherits 0.5525% 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

Unaffected

Investment Outlook

Edinburgh Partners Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 1.02 times more volatile than Edinburgh Partners Glbl Opps GBP I. 4% 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 4 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Edinburgh Partners Current Risk Indicators
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