Absolute Insight (Ireland) Risk Analysis And Volatility Evaluation

IE00B4K9SV11 -- Ireland Fund  

GBp 131.00  0.00  0.00%

We consider Absolute Insight unknown risk. Absolute Insight Credit secures Sharpe Ratio (or Efficiency) of 0.3015 which signifies that Absolute Insight Credit had 0.3015% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Absolute Insight Credit B1p2 GBP which you can use to evaluate future volatility of the entity. Please confirm Absolute Insight Credit to double-check if risk estimate we provide are consistent with the epected return of 0.1409%.
 Time Horizon     30 Days    Login   to change

Absolute Insight Credit Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Absolute Insight has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Absolute Insight are completely uncorrelated. Furthermore, Absolute Insight Credit B1p2 GBPIt does not look like Absolute Insight alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Absolute Insight is 331.66. The daily returns are destributed with a variance of 0.22 and standard deviation of 0.47. The mean deviation of Absolute Insight Credit B1p2 GBP is currently at 0.26. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.47
Ir
Information ratio =0.00

Actual Return Volatility

Absolute Insight Credit B1p2 GBP accepts 0.4675% volatility on return distribution over the 30 days horizon. DOW inherits 0.5654% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Absolute Insight Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Absolute Insight Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 1.21 times more volatile than Absolute Insight Credit B1p2 GBP. 4% of all equities and portfolios are less risky than Absolute Insight. Compared to the overall equity markets, volatility of historical daily returns of Absolute Insight Credit B1p2 GBP is lower than 4 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Absolute Insight Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.