Sanlam Institutional (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards measuring 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 Sanlam Institutional Equity Flex B USD which you can use to evaluate future volatility of the fund. Please validate Sanlam Institutional to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Sanlam Institutional 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam Institutional has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Sanlam Institutional are completely uncorrelated. Furthermore, Sanlam Institutional Equity Flex B USDIt does not look like Sanlam Institutional alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Sanlam Institutional Equity Flex B USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5115% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Sanlam Institutional Investment Opportunity
DOW has a standard deviation of returns of 0.51 and is 9.223372036854776E16 times more volatile than Sanlam Institutional Equity Flex B USD. 0% of all equities and portfolios are less risky than Sanlam Institutional. Compared to the overall equity markets, volatility of historical daily returns of Sanlam Institutional Equity Flex B USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sanlam Institutional Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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