IE00B3CH6563 (Ireland) Risk Analysis And Volatility Evaluation

Our way in which we are determining 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 IE00B3CH6563 which you can use to evaluate future volatility of the entity. Please check out IE00B3CH6563 Standard Deviation of 0.0869 and Market Risk Adjusted Performance of 1.87 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

IE00B3CH6563 Market Sensitivity

As returns on market increase, IE00B3CH6563 returns are expected to increase less than the market. However during bear market, the loss on holding IE00B3CH6563 will be expected to be smaller as well.
One Month Beta |Analyze IE00B3CH6563 Demand Trend
Check current 30 days IE00B3CH6563 correlation with market (DOW)
β = 0.0053
IE00B3CH6563 Small BetaIE00B3CH6563 Beta Legend

IE00B3CH6563 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, IE00B3CH6563 has beta of 0.0053 . This indicates as returns on market go up, IE00B3CH6563 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IE00B3CH6563 will be expected to be much smaller as well. Additionally, IE00B3CH6563 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
=0.01
β
Beta against DOW=0.0053
σ
Overall volatility
=0.00
Ir
Information ratio =0.72

Actual Return Volatility

IE00B3CH6563 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5654% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IE00B3CH6563 Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

IE00B3CH6563 Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than IE00B3CH6563. 0% of all equities and portfolios are less risky than IE00B3CH6563. Compared to the overall equity markets, volatility of historical daily returns of IE00B3CH6563 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IE00B3CH6563 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of IE00B3CH6563 to be traded at p;0.0 in 30 days. As returns on market increase, IE00B3CH6563 returns are expected to increase less than the market. However during bear market, the loss on holding IE00B3CH6563 will be expected to be smaller as well.

IE00B3CH6563 correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding IE00B3CH6563 and equity matching DJI index in the same portfolio.

Volatility Indicators

IE00B3CH6563 Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.