KBI Instl (Ireland) Risk Analysis And Volatility Evaluation

IE00B5630V84 -- Ireland Fund  

EUR 17.10  0.09  0.53%

Macroaxis considers KBI Instl to be unknown risk. KBI Instl Water has Sharpe Ratio of -0.3591 which conveys that KBI Instl Water had -0.3591% of return per unit of risk over the last 1 month. Macroaxis approach towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. KBI Instl exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KBI Instl Water I EUR to check out risk estimate we provide.
Horizon     30 Days    Login   to change

KBI Instl Water Technical Analysis

Transformation
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KBI Instl Projected Return Density Against Market

Assuming 30 trading days horizon, KBI Instl has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and KBI Instl are completely uncorrelated. Furthermore, KBI Instl Water I EURIt does not look like KBI Instl alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of KBI Instl is -278.51. The daily returns are destributed with a variance of 4.75 and standard deviation of 2.18. The mean deviation of KBI Instl Water I EUR is currently at 1.25. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.18
Ir
Information ratio =0.00

KBI Instl Return Volatility

KBI Instl Water I EUR accepts 2.1805% 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 

Market Risk Breakdown

KBI Instl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

KBI Instl Investment Opportunity

KBI Instl Water I EUR has a volatility of 2.18 and is 2.06 times more volatile than DOW. 19% of all equities and portfolios are less risky than KBI Instl. Compared to the overall equity markets, volatility of historical daily returns of KBI Instl Water I EUR is lower than 19 (%) of all global equities and portfolios over the last 30 days.

KBI Instl Volatility Indicators

KBI Instl Water I EUR Current Risk Indicators

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