SWMC Small (Ireland) Risk Analysis And Volatility

IE00B3X68X40 -- Ireland Fund  

EUR 122.75  4.10  3.23%

Our philosophy towards measuring 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 SWMC Small Cap European A EUR which you can use to evaluate future volatility of the fund. Please validate SWMC Small Coefficient Of Variation of (9,568) and Risk Adjusted Performance of (0.013668) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

SWMC Small Market Sensitivity

As returns on market increase, returns on owning SWMC Small are expected to decrease at a much smaller rate. During bear market, SWMC Small is likely to outperform the market.
2 Months Beta |Analyze SWMC Small Cap Demand Trend
Check current 30 days SWMC Small correlation with market (DOW)
β = -0.1505

SWMC Small Central Daily Price Deviation

SWMC Small Cap Technical Analysis

Transformation
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SWMC Small Projected Return Density Against Market

Assuming 30 trading days horizon, SWMC Small Cap European A EUR has beta of -0.1505 . This indicates as returns on benchmark increase, returns on holding SWMC Small are expected to decrease at a much smaller rate. During bear market, however, SWMC Small Cap European A EUR is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. SWMC Small Cap is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

SWMC Small Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

SWMC Small Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than SWMC Small Cap European A EUR. 0% of all equities and portfolios are less risky than SWMC Small. Compared to the overall equity markets, volatility of historical daily returns of SWMC Small Cap European A EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SWMC Small Cap European A EUR to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of SWMC Small to be traded at €117.84 in 30 days. . As returns on market increase, returns on owning SWMC Small are expected to decrease at a much smaller rate. During bear market, SWMC Small is likely to outperform the market.

SWMC Small correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding SWMC Small Cap European A EUR and equity matching DJI index in the same portfolio.

SWMC Small Current Risk Indicators

SWMC Small Suggested Diversification Pairs

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