Conservative Real (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy in foreseeing 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 The Conservative Real Ret F GBP Acc which you can use to evaluate future volatility of the entity. Please confirm Conservative Real Mean Deviation of 0.3596 and Risk Adjusted Performance of 0.0524 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Conservative Real Market Sensitivity

As returns on market increase, Conservative Real returns are expected to increase less than the market. However during bear market, the loss on holding Conservative Real will be expected to be smaller as well.
2 Months Beta |Analyze Conservative Real Demand Trend
Check current 30 days Conservative Real correlation with market (DOW)
β = 0.0051

Conservative Real Central Daily Price Deviation

Conservative Real Technical Analysis

Transformation
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Conservative Real Projected Return Density Against Market

Assuming 30 trading days horizon, Conservative Real has beta of 0.0051 . This indicates as returns on market go up, Conservative Real average returns are expected to increase less than the benchmark. However during bear market, the loss on holding The Conservative Real Ret F GBP Acc will be expected to be much smaller as well. Moreover, The Conservative Real Ret F GBP Acc has an alpha of 0.023 implying that it can potentially generate 0.023% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.023
β
Beta against DOW=0.0051
σ
Overall volatility
=0.00
Ir
Information ratio =0.1

Conservative Real Return Volatility

The Conservative Real Ret F GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Conservative Real Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Conservative Real Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than The Conservative Real Ret F GBP Acc. 0% of all equities and portfolios are less risky than Conservative Real. Compared to the overall equity markets, volatility of historical daily returns of The Conservative Real Ret F GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use The Conservative Real Ret F GBP Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Conservative Real to be traded at p;0.0 in 30 days. As returns on market increase, Conservative Real returns are expected to increase less than the market. However during bear market, the loss on holding Conservative Real will be expected to be smaller as well.

Conservative Real correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding The Conservative Real Ret F GB and equity matching DJI index in the same portfolio.

Conservative Real Volatility Indicators

The Conservative Real Ret F GBP Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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