Philos Flexible (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards forecasting 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 Philos Flexible B which you can use to evaluate future volatility of the fund. Please check Philos Flexible B to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Philos Flexible B Technical Analysis

Transformation
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Philos Flexible Projected Return Density Against Market

Assuming 30 trading days horizon, Philos Flexible has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Philos Flexible are completely uncorrelated. Furthermore, Philos Flexible B EUR AccIt does not look like Philos Flexible 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

Philos Flexible Return Volatility

Philos Flexible B EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

Philos Flexible Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Philos Flexible B EUR Acc. 0% of all equities and portfolios are less risky than Philos Flexible. Compared to the overall equity markets, volatility of historical daily returns of Philos Flexible B EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Philos Flexible Volatility Indicators

Philos Flexible B EUR Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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