BNY Mellon (Ireland) Risk Analysis And Volatility Evaluation

Our approach towards 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 BNY Mellon Glbl Eq Higher Inc GBP M Acc which you can use to evaluate future volatility of the entity. Please confirm BNY Mellon Glbl to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BNY Mellon Glbl Technical Analysis

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BNY Mellon Projected Return Density Against Market

Assuming 30 trading days horizon, BNY Mellon has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and BNY Mellon are completely uncorrelated. Furthermore, BNY Mellon Glbl Eq Higher Inc GBP M AccIt does not look like BNY Mellon 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

BNY Mellon Return Volatility

BNY Mellon Glbl Eq Higher Inc GBP M Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Investment Outlook

BNY Mellon Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 9.223372036854776E16 times more volatile than BNY Mellon Glbl Eq Higher Inc GBP M Acc. 0% of all equities and portfolios are less risky than BNY Mellon. Compared to the overall equity markets, volatility of historical daily returns of BNY Mellon Glbl Eq Higher Inc GBP M Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

BNY Mellon Volatility Indicators

BNY Mellon Glbl Eq Higher Inc GBP M Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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