GAM Star (Ireland) Risk Analysis And Volatility

We consider GAM Star unknown risk. GAM Star Asian holds Efficiency (Sharpe) Ratio of 0.5774 which attests that the fund had 0.5774% of return per unit of risk over the last 2 months. 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 to validate if risk estimate we provide are consistent with the epected return of 0.1743%.
Horizon     30 Days    Login   to change

GAM Star Market Sensitivity

As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
2 Months Beta |Analyze GAM Star Asian Demand Trend
Check current 30 days GAM Star correlation with market (DOW)
β = -0.0609

GAM Star Central Daily Price Deviation

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.

GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star Asian Equity USD Acc has beta of -0.0609 . This indicates as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Asian Equity USD Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GAM Star Asian is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is 173.21. The daily returns are destributed with a variance of 0.09 and standard deviation of 0.3. The mean deviation of GAM Star Asian Equity USD Acc is currently at 0.23. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.03
β
Beta against DOW=0.06
σ
Overall volatility
=0.30
Ir
Information ratio =0.0161

GAM Star Return Volatility

the entity accepts 0.3018% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 6.67 times more volatile than GAM Star Asian Equity USD Acc. 2% 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 2 (%) 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 moderate downward daily trend and can be a good diversifier. Check odds of GAM Star to be traded at $0.0 in 30 days. . As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.

GAM Star correlation with market

correlation synergy
Good 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 Volatility Indicators

GAM Star Asian Equity USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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