GAM Star (Ireland) Risk Analysis And Volatility Evaluation

IE00B1D7Z989 -- Ireland Fund  

USD 16.00  2.72  14.53%

Our approach towards determining 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 GAM Star Asian which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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.
One Month Beta |Analyze GAM Star Asian Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = 0.0754
GAM Star Small BetaGAM Star Asian Beta Legend

GAM Star Asian 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0754 . 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. Additionally, GAM Star Asian Equity USD 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
=0.18
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

Actual Return Volatility

GAM Star Asian Equity USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.55 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 against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of GAM Star to be traded at $15.2 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

Significant 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.
Please also check Risk vs Return Analysis. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.