Baring Global (Ireland) Risk Analysis And Volatility

IE00B4VBLG29 -- Ireland Fund  

GBp 1,430  17.00  1.20%

Baring Global is unknown risk given 2 months investment horizon. Baring Global Resources secures Sharpe Ratio (or Efficiency) of 0.5774 which signifies that the fund had 0.5774% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing volatility of a fund is to use Baring Global Resources market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 4.4674% are justified by taking the suggested risk. Use Baring Global Mean Deviation of 2.03 and Risk Adjusted Performance of (0.46) to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Baring Global Market Sensitivity

As returns on market increase, returns on owning Baring Global are expected to decrease at a much smaller rate. During bear market, Baring Global is likely to outperform the market.
2 Months Beta |Analyze Baring Global Resources Demand Trend
Check current 30 days Baring Global correlation with market (DOW)
β = -0.0952

Baring Global Central Daily Price Deviation

Baring Global Resources Technical Analysis

Transformation
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Baring Global Projected Return Density Against Market

Assuming 30 trading days horizon, Baring Global Resources A GBP has beta of -0.0952 . This indicates as returns on benchmark increase, returns on holding Baring Global are expected to decrease at a much smaller rate. During bear market, however, Baring Global Resources A GBP is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Baring Global Resources is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baring Global is 173.21. The daily returns are destributed with a variance of 59.87 and standard deviation of 7.74. The mean deviation of Baring Global Resources A GBP is currently at 5.96. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.83
β
Beta against DOW=0.1
σ
Overall volatility
=7.74
Ir
Information ratio =0.29

Baring Global Return Volatility

the fund accepts 7.7377% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baring Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Baring Global Investment Opportunity

Baring Global Resources A GBP has a volatility of 7.74 and is 4.05 times more volatile than DOW. 70% of all equities and portfolios are less risky than Baring Global. Compared to the overall equity markets, volatility of historical daily returns of Baring Global Resources A GBP is higher than 70 (%) of all global equities and portfolios over the last 30 days. Use Baring Global Resources A GBP to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Baring Global to be traded at p;1573.0 in 30 days. . As returns on market increase, returns on owning Baring Global are expected to decrease at a much smaller rate. During bear market, Baring Global is likely to outperform the market.

Baring Global correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baring Global Resources A GBP and equity matching DJI index in the same portfolio.

Baring Global Volatility Indicators

Baring Global Resources A GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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