GlobalAccess (Ireland) Risk Analysis And Volatility

IE00B0XXC321 -- Ireland Fund  

GBp 196.00  2.00  0.01%

Our philosophy towards 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 GlobalAccess UK Alpha which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Risk Adjusted Performance of (0.93) and Market Risk Adjusted Performance of (8.33) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GlobalAccess Market Sensitivity

As returns on market increase, GlobalAccess returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess will be expected to be smaller as well.
2 Months Beta |Analyze GlobalAccess UK Alpha Demand Trend
Check current 30 days GlobalAccess correlation with market (DOW)
β = 0.0371

GlobalAccess Central Daily Price Deviation

GlobalAccess UK Alpha Technical Analysis

Transformation
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GlobalAccess Projected Return Density Against Market

Assuming 30 trading days horizon, GlobalAccess has beta of 0.0371 . This indicates as returns on market go up, GlobalAccess average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GlobalAccess UK Alpha I will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GlobalAccess UK Alpha is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.31
β
Beta against DOW=0.0371
σ
Overall volatility
=0.00
Ir
Information ratio =0.4

GlobalAccess Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9746% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GlobalAccess Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GlobalAccess Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than GlobalAccess UK Alpha I. 0% of all equities and portfolios are less risky than GlobalAccess. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess UK Alpha I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess UK Alpha I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GlobalAccess to be traded at p;205.8 in 30 days. . As returns on market increase, GlobalAccess returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess will be expected to be smaller as well.

GlobalAccess correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GlobalAccess UK Alpha I Inc and equity matching DJI index in the same portfolio.

GlobalAccess Volatility Indicators

GlobalAccess UK Alpha I Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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