Cullen NA (Ireland) Risk Analysis And Volatility

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 confirm Cullen NA Hi to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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 the returns on DOW and Cullen NA do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Cullen NA is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Cullen NA Hi Div Val Eq GBP E Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.66
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Cullen NA Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6669% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Cullen NA Investment Opportunity

DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than Cullen NA Hi Div Val Eq GBP E Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.

Cullen NA Current Risk Indicators

Cullen NA Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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