SWMC Small (Ireland) Risk Analysis And Volatility Evaluation

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 Risk Adjusted Performance of (0.006925) and Coefficient Of Variation of 8591.87 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
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 = -0.0117

SWMC Small Central Daily Price Deviation

SWMC Small Cap 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.

SWMC Small Projected Return Density Against Market

Assuming 30 trading days horizon, SWMC Small Cap European A EUR has beta of -0.0117 . 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, SWMC Small Cap European A EUR 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
=0.0071
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

SWMC Small Return Volatility

SWMC Small Cap European A EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SWMC Small Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

SWMC Small Investment Opportunity

DOW has a standard deviation of returns of 1.3 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 against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of SWMC Small to be traded at €0.0 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
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 Volatility Indicators

SWMC Small Cap European A EUR Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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