BNY Mellon (Ireland) Risk Analysis And Volatility

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 the returns on DOW and BNY Mellon do not appear to be sensible. Furthermore, It does not look like the company 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

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

BNY Mellon Investment Opportunity

DOW has a standard deviation of returns of 0.7 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

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