Dimensional World (Ireland) Risk Analysis And Volatility Evaluation

IE00B458ZH80 -- Ireland Fund  

USD 11.05  0.26  2.30%

Our philosophy towards predicting 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 Dimensional World Equity USD which you can use to evaluate future volatility of the entity. Please confirm Dimensional World Coefficient Of Variation of (1,144) and Mean Deviation of 0.8044 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Dimensional World Market Sensitivity

As returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market.
2 Months Beta |Analyze Dimensional World Demand Trend
Check current 30 days Dimensional World correlation with market (DOW)
β = -0.0786

Dimensional World Central Daily Price Deviation

Dimensional World 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.

Dimensional World Projected Return Density Against Market

Assuming 30 trading days horizon, Dimensional World Equity USD has beta of -0.0786 . This indicates as returns on benchmark increase, returns on holding Dimensional World are expected to decrease at a much smaller rate. During bear market, however, Dimensional World Equity USD is likely to outperform the market. Additionally, Dimensional World Equity USD 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
=0.15
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.0319

Dimensional World Return Volatility

Dimensional World Equity USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Dimensional World Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Dimensional World Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Dimensional World Equity USD. 0% of all equities and portfolios are less risky than Dimensional World. Compared to the overall equity markets, volatility of historical daily returns of Dimensional World Equity USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Dimensional World Equity USD to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Dimensional World to be traded at $10.61 in 30 days. As returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market.

Dimensional World correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Dimensional World Equity USD I and equity matching DJI index in the same portfolio.

Dimensional World Volatility Indicators

Dimensional World Equity USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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