Cullen NA (Ireland) Risk Analysis And Volatility Evaluation

IE00B4YC4G39 -- Ireland Fund  

GBp 1,660  10.00  0.60%

Macroaxis considers Cullen NA unknown risk given 2 months investment horizon. Cullen NA Hi secures Sharpe Ratio (or Efficiency) of 0.3025 which signifies that Cullen NA Hi had 0.3025% of return per unit of risk over the last 2 months. 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 Cullen NA Hi Div Val Eq GBP E Acc which you can use to evaluate future volatility of the entity. Please makes use of Cullen NA Hi to double-check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Cullen NA Hi Technical Analysis

Transformation
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Cullen NA Projected Return Density Against Market

Assuming 30 trading days horizon, Cullen NA has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Cullen NA are completely uncorrelated. Furthermore, Cullen NA Hi Div Val Eq GBP E AccIt does not look like Cullen NA alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Cullen NA is 330.56. The daily returns are destributed with a variance of 2.53 and standard deviation of 1.59. The mean deviation of Cullen NA Hi Div Val Eq GBP E Acc is currently at 1.2. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.59
Ir
Information ratio =0.00

Cullen NA Return Volatility

Cullen NA Hi Div Val Eq GBP E Acc accepts 1.5899% volatility on return distribution over the 30 days horizon. DOW inherits 1.2959% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Cullen NA Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Cullen NA Investment Opportunity

Cullen NA Hi Div Val Eq GBP E Acc has a volatility of 1.59 and is 1.22 times more volatile than DOW. 14% of all equities and portfolios are less risky than Cullen NA. Compared to the overall equity markets, volatility of historical daily returns of Cullen NA Hi Div Val Eq GBP E Acc is lower than 14 (%) of all global equities and portfolios over the last 30 days.

Cullen NA Volatility Indicators

Cullen NA Hi Div Val Eq GBP E Acc 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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