NT North (Ireland) Risk Analysis And Volatility Evaluation

IE00B02L3N44 -- Ireland Fund  

EUR 324.66  0.00  0.00%

Our way in which we are estimating 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 NT North which you can use to evaluate future volatility of the organization. Please verify NT North America Equity Index B Euro to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

NT North America Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, NT North has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and NT North are completely uncorrelated. Furthermore, NT North America Equity Index B EuroIt does not look like NT North alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

NT North America Equity Index B Euro accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6307% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Chance of Distress

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Investment Outlook

NT North Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than NT North America Equity Index B Euro. 0% of all equities and portfolios are less risky than NT North. Compared to the overall equity markets, volatility of historical daily returns of NT North America Equity Index B Euro is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please also check Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.