GAM Star (Ireland) Risk Analysis And Volatility

IE00B1D7Z989 -- Ireland Fund  

USD 16.31  0.22  1.33%

Our approach 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 GAM Star Asian which you can use to evaluate future volatility of the entity. Please check out GAM Star Downside Deviation of 1.66 and Semi Deviation of 0.5723 to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
2 Months Beta |Analyze GAM Star Asian Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.1508

GAM Star Central Daily Price Deviation

GAM Star Asian Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. GAM Star Typical Price indicator is an average of each day price and can be used instead of closing price when creating different GAM Star Asian moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.1508 . This indicates as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Asian Equity USD Acc will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1157 implying that it can potentially generate 0.1157% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.0289

GAM Star Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than GAM Star Asian Equity USD Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Asian Equity USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Asian Equity USD Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of GAM Star to be traded at $15.82 in 30 days. . As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.

GAM Star correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GAM Star Asian Equity USD Acc and equity matching DJI index in the same portfolio.

GAM Star Current Risk Indicators

GAM Star Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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