GAM Star (Ireland) Risk Analysis And Volatility Evaluation

Our approach towards determining 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 GAM Star Composite which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GAM Star Composite Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and GAM Star are completely uncorrelated. Furthermore, GAM Star Composite Glb Eq EUR AccIt does not look like GAM Star 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

GAM Star Return Volatility

GAM Star Composite Glb Eq EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than GAM Star Composite Glb Eq EUR Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Composite Glb Eq EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GAM Star Volatility Indicators

GAM Star Composite Glb Eq EUR Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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