Mediolanum BB (Ireland) Risk Analysis And Volatility Evaluation

IE00B2NLMS57 -- Ireland Fund  

EUR 15.44  0.16  1.03%

Our philosophy towards estimating 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 Mediolanum BB which you can use to evaluate future volatility of the organization. Please verify Mediolanum BB JPMorgan Glbl Sel S A Mean Deviation of 0.0415 and Risk Adjusted Performance of 0.048756 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Mediolanum BB Market Sensitivity

As returns on market increase, returns on owning Mediolanum BB are expected to decrease at a much smaller rate. During bear market, Mediolanum BB is likely to outperform the market.
One Month Beta |Analyze Mediolanum BB JPMorgan Demand Trend
Check current 30 days Mediolanum BB correlation with market (DOW)
β = -0.0626
Mediolanum BB Almost negative betaMediolanum BB JPMorgan Beta Legend

Mediolanum BB JPMorgan 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, Mediolanum BB JPMorgan Glbl Sel S A has beta of -0.0626 . This indicates as returns on benchmark increase, returns on holding Mediolanum BB are expected to decrease at a much smaller rate. During bear market, however, Mediolanum BB JPMorgan Glbl Sel S A is likely to outperform the market. Additionally, Mediolanum BB JPMorgan Glbl Sel S A 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
=0.0008
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =1.53

Actual Return Volatility

Mediolanum BB JPMorgan Glbl Sel S A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5978% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mediolanum BB Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Mediolanum BB Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 9.223372036854776E16 times more volatile than Mediolanum BB JPMorgan Glbl Sel S A. 0% of all equities and portfolios are less risky than Mediolanum BB. Compared to the overall equity markets, volatility of historical daily returns of Mediolanum BB JPMorgan Glbl Sel S A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mediolanum BB JPMorgan Glbl Sel S A to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Mediolanum BB to be traded at €14.98 in 30 days. As returns on market increase, returns on owning Mediolanum BB are expected to decrease at a much smaller rate. During bear market, Mediolanum BB is likely to outperform the market.

Mediolanum BB correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mediolanum BB JPMorgan Glbl Se and equity matching DJI index in the same portfolio.
Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">