GS Euro (Ireland) Risk Analysis And Volatility Evaluation

IE00B033Q635 -- Ireland Fund  

EUR 1.00  0.00  0.00%

Our way in which we are determining 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 GS Euro which you can use to evaluate future volatility of the entity. Please check out GS Euro Liquid Res M to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GS Euro Liquid Technical Analysis

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GS Euro Projected Return Density Against Market

Assuming 30 trading days horizon, GS Euro has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and GS Euro are completely uncorrelated. Furthermore, GS Euro Liquid Res MIt does not look like GS Euro alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

GS Euro Return Volatility

GS Euro Liquid Res M accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

GS Euro Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

GS Euro Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than GS Euro Liquid Res M. 0% of all equities and portfolios are less risky than GS Euro. Compared to the overall equity markets, volatility of historical daily returns of GS Euro Liquid Res M is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GS Euro Volatility Indicators

GS Euro Liquid Res M Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.