Baring Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B4VBLG29 -- Ireland Fund  

GBp 1,601  4.00  0.25%

Our philosophy towards foreseeing 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 Baring Global Resources A GBP which you can use to evaluate future volatility of the entity. Please confirm Baring Global Resources Risk Adjusted Performance of 0.009968 and Mean Deviation of 0.1252 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze Baring Global Resources Demand Trend
Check current 30 days Baring Global correlation with market (DOW)
β = -0.0725
Baring Global Almost negative betaBaring Global Resources Beta Legend

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 -0.0725 . 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, Baring Global Resources A GBP 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
=0.0032
β
Beta against DOW=0.07
σ
Overall volatility
=0.00
Ir
Information ratio =0.54

Baring Global Return Volatility

Baring Global Resources A GBP 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

Baring Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Baring Global Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Baring Global Resources A GBP. 0% 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 lower than 0 (%) 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 normal upward fluctuation. Check odds of Baring Global to be traded at p;1681.05 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

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

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