Mediolanum (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 fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Mediolanum which you can use to evaluate future volatility of the organization. Please verify Mediolanum BB JPMorgan Glbl Sel S A Mean Deviation of 0.4301 and Risk Adjusted Performance of (0.046143) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Mediolanum Market Sensitivity

As returns on market increase, returns on owning Mediolanum are expected to decrease at a much smaller rate. During bear market, Mediolanum is likely to outperform the market.
2 Months Beta |Analyze Mediolanum BB JPMorgan Demand Trend
Check current 30 days Mediolanum correlation with market (DOW)
β = -0.0114

Mediolanum Central Daily Price Deviation

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.

Mediolanum Projected Return Density Against Market

Assuming 30 trading days horizon, Mediolanum BB JPMorgan Glbl Sel S A has beta of -0.0114 . This indicates as returns on benchmark increase, returns on holding Mediolanum 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
=0.03
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

Mediolanum Return Volatility

Mediolanum BB JPMorgan Glbl Sel S A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3471% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mediolanum Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Mediolanum Investment Opportunity

DOW has a standard deviation of returns of 1.35 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. 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 to be traded at €14.98 in 30 days. As returns on market increase, returns on owning Mediolanum are expected to decrease at a much smaller rate. During bear market, Mediolanum is likely to outperform the market.

Mediolanum correlation with market

correlation synergy
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.

Mediolanum Volatility Indicators

Mediolanum BB JPMorgan Glbl Sel S A Current Risk Indicators

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