Absolute Insight (Ireland) Risk Analysis And Volatility

IE00B4K9SV11 -- Ireland Fund  

GBp 128.00  1.00  0.01%

Macroaxis considers Absolute Insight to be unknown risk. Absolute Insight Credit secures Sharpe Ratio (or Efficiency) of -0.378 which signifies that the fund had -0.378% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Absolute Insight Credit B1p2 GBP exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Absolute Insight Credit to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Absolute Insight Credit Technical Analysis

Transformation
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Absolute Insight Projected Return Density Against Market

Assuming 30 trading days horizon, Absolute Insight has beta of 0.0 . This indicates the returns on DOW and Absolute Insight do not appear to be responsive. Furthermore, It does not look like the company 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 -264.58. The daily returns are destributed with a variance of 0.34 and standard deviation of 0.58. The mean deviation of Absolute Insight Credit B1p2 GBP is currently at 0.38. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.58
Ir
Information ratio =0.00

Absolute Insight Return Volatility

the fund firm accepts 0.5815% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Absolute Insight Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Absolute Insight Investment Opportunity

DOW has a standard deviation of returns of 1.99 and is 3.43 times more volatile than Absolute Insight Credit B1p2 GBP. 5% 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 5 (%) of all global equities and portfolios over the last 30 days.

Absolute Insight Volatility Indicators

Absolute Insight Credit B1p2 GBP Current Risk Indicators

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