Salar E3 (Ireland) Risk Analysis And Volatility Evaluation

IE00B523PS49 -- Ireland Fund  

GBp 12,628  38.00  0.30%

We consider Salar E3 unknown risk. Salar E3 GBP owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5 which indicates Salar E3 GBP had 0.5% of return per unit of risk over the last 2 months. Our philosophy towards measuring 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 Salar E3 GBP which you can use to evaluate future volatility of the fund. Please validate Salar E3 Coefficient Of Variation of (470.14) and Risk Adjusted Performance of (0.28) to confirm if risk estimate we provide are consistent with the epected return of 0.0297%.
Horizon     30 Days    Login   to change

Salar E3 Market Sensitivity

As returns on market increase, returns on owning Salar E3 are expected to decrease at a much smaller rate. During bear market, Salar E3 is likely to outperform the market.
2 Months Beta |Analyze Salar E3 GBP Demand Trend
Check current 30 days Salar E3 correlation with market (DOW)
β = -0.0186

Salar E3 Central Daily Price Deviation

Salar E3 GBP 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.

Salar E3 Projected Return Density Against Market

Assuming 30 trading days horizon, Salar E3 GBP has beta of -0.0186 . This indicates as returns on benchmark increase, returns on holding Salar E3 are expected to decrease at a much smaller rate. During bear market, however, Salar E3 GBP is likely to outperform the market. Additionally, Salar E3 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 
Assuming 30 trading days horizon, the coefficient of variation of Salar E3 is 200.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.06. The mean deviation of Salar E3 GBP is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 1.27
α
Alpha over DOW
=0.12
β
Beta against DOW=0.02
σ
Overall volatility
=0.06
Ir
Information ratio =0.14

Salar E3 Return Volatility

Salar E3 GBP accepts 0.0595% volatility on return distribution over the 30 days horizon. DOW inherits 1.2766% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Salar E3 Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Salar E3 Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 21.33 times more volatile than Salar E3 GBP. 0% of all equities and portfolios are less risky than Salar E3. Compared to the overall equity markets, volatility of historical daily returns of Salar E3 GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Salar E3 GBP to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Salar E3 to be traded at p;12501.72 in 30 days. As returns on market increase, returns on owning Salar E3 are expected to decrease at a much smaller rate. During bear market, Salar E3 is likely to outperform the market.

Salar E3 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Salar E3 GBP and equity matching DJI index in the same portfolio.

Salar E3 Volatility Indicators

Salar E3 GBP Current Risk Indicators

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