Putnam Emerging (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards forecasting 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 Putnam Emerging Mkts which you can use to evaluate future volatility of the fund. Please check Putnam Emerging Mkts to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Putnam Emerging Mkts 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, Putnam Emerging has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Putnam Emerging are completely uncorrelated. Furthermore, Putnam Emerging Mkts Equity AIt does not look like Putnam Emerging alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Putnam Emerging Mkts Equity A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5701% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Putnam Emerging Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Putnam Emerging Mkts Equity A. 0% of all equities and portfolios are less risky than Putnam Emerging. Compared to the overall equity markets, volatility of historical daily returns of Putnam Emerging Mkts Equity A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Putnam Emerging Current Risk Indicators

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