Man GLG (Ireland) Risk Analysis And Volatility Evaluation

IE00B01D9G61 -- Ireland Fund  

EUR 178.40  3.10  1.71%

Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Man GLG which you can use to evaluate future volatility of the organization. Please verify Man GLG European Equity D EUR Acc Mean Deviation of 0.0568 and Risk Adjusted Performance of 0.09 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Man GLG Market Sensitivity

As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.
One Month Beta |Analyze Man GLG European Demand Trend
Check current 30 days Man GLG correlation with market (DOW)
β = -0.0117

Man GLG Central Daily Price Deviation

Man GLG European Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Man GLG Projected Return Density Against Market

Assuming 30 trading days horizon, Man GLG European Equity D EUR Acc has beta of -0.0117 . This indicates as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG European Equity D EUR Acc is likely to outperform the market. Additionally, Man GLG European Equity D EUR Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.35

Man GLG Return Volatility

Man GLG European Equity D EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Man GLG Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Man GLG Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 9.223372036854776E16 times more volatile than Man GLG European Equity D EUR Acc. 0% of all equities and portfolios are less risky than Man GLG. Compared to the overall equity markets, volatility of historical daily returns of Man GLG European Equity D EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Man GLG European Equity D EUR Acc to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Man GLG to be traded at €173.05 in 30 days. As returns on market increase, returns on owning Man GLG are expected to decrease at a much smaller rate. During bear market, Man GLG is likely to outperform the market.

Man GLG correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Man GLG European Equity D EUR and equity matching DJI index in the same portfolio.

Man GLG Volatility Indicators

Man GLG European Equity D EUR Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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