First State (Ireland) Risk Analysis And Volatility Evaluation

IE00B29SXK94 -- Ireland Fund  

USD 12.36  0.11  0.90%

Our philosophy towards predicting 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 First State Glbl Listed Infra I Acc which you can use to evaluate future volatility of the entity. Please confirm First State Glbl to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

First State Glbl 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.

First State Projected Return Density Against Market

Assuming 30 trading days horizon, First State has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and First State are completely uncorrelated. Furthermore, First State Glbl Listed Infra I AccIt does not look like First State alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

First State Return Volatility

First State Glbl Listed Infra I Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

First State Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

First State Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than First State Glbl Listed Infra I Acc. 0% of all equities and portfolios are less risky than First State. Compared to the overall equity markets, volatility of historical daily returns of First State Glbl Listed Infra I Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

First State Volatility Indicators

First State Glbl Listed Infra I Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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