Dodge Cox (Ireland) Risk Analysis And Volatility

IE00B55H5278 -- Ireland Fund  

EUR 16.21  0.14  0.86%

Our philosophy in predicting 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 Dodge Cox Worldwide Intl Stock A EUR which you can use to evaluate future volatility of the entity. Please confirm Dodge Cox Worldwide Mean Deviation of 0.9366 to check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Dodge Cox Worldwide Technical Analysis

Transformation
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Dodge Cox Projected Return Density Against Market

Assuming 30 trading days horizon, Dodge Cox has beta of 0.0 . This indicates the returns on DOW and Dodge Cox do not appear to be sensitive. Furthermore, It does not look like the company 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

Dodge Cox Return Volatility

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

Dodge Cox Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Dodge Cox Worldwide Intl Stock A EUR. 0% of all equities and portfolios are less risky than Dodge Cox. Compared to the overall equity markets, volatility of historical daily returns of Dodge Cox Worldwide Intl Stock A EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Dodge Cox Current Risk Indicators

Dodge Cox Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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