KBI Instl (Ireland) Risk Analysis And Volatility Evaluation

IE00B3ZCH117 -- Ireland Fund  

EUR 18.99  0.16  0.85%

Our approach towards estimating 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 KBI Instl which you can use to evaluate future volatility of the entity. Please verify KBI Instl Eurozone Equity HIYEU EUR C Mean Deviation of 1.45 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KBI Instl Market Sensitivity

As returns on market increase, KBI Instl returns are expected to increase less than the market. However during bear market, the loss on holding KBI Instl will be expected to be smaller as well.
One Month Beta |Analyze KBI Instl Eurozone Demand Trend
Check current 30 days KBI Instl correlation with market (DOW)
β = 0.3826
KBI Instl Small BetaKBI Instl Eurozone Beta Legend

KBI Instl Eurozone Technical Analysis

Transformation
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KBI Instl Projected Return Density Against Market

Assuming 30 trading days horizon, KBI Instl has beta of 0.3826 . This indicates as returns on market go up, KBI Instl average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KBI Instl Eurozone Equity HIYEU EUR C will be expected to be much smaller as well. Additionally, KBI Instl Eurozone Equity HIYEU EUR C 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
=0.04
β
Beta against DOW=0.38
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

KBI Instl Return Volatility

KBI Instl Eurozone Equity HIYEU EUR C accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

KBI Instl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

KBI Instl Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than KBI Instl Eurozone Equity HIYEU EUR C. 0% of all equities and portfolios are less risky than KBI Instl. Compared to the overall equity markets, volatility of historical daily returns of KBI Instl Eurozone Equity HIYEU EUR C is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KBI Instl Eurozone Equity HIYEU EUR C to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of KBI Instl to be traded at €20.89 in 30 days. As returns on market increase, KBI Instl returns are expected to increase less than the market. However during bear market, the loss on holding KBI Instl will be expected to be smaller as well.

KBI Instl correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding KBI Instl Eurozone Equity HIYE and equity matching DJI index in the same portfolio.

KBI Instl Volatility Indicators

KBI Instl Eurozone Equity HIYEU EUR C Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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