Aspect Diversified (Ireland) Risk Analysis And Volatility Evaluation

IE00B565RW40 -- Ireland Fund  

GBp 11,075  744.00  6.29%

Macroaxis considers Aspect Diversified to be unknown risk. Aspect Diversified secures Sharpe Ratio (or Efficiency) of -0.4259 which signifies that Aspect Diversified had -0.4259% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing 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. Aspect Diversified Trends M GBP Acc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Aspect Diversified to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Aspect Diversified Technical Analysis

Transformation
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Aspect Diversified Projected Return Density Against Market

Assuming 30 trading days horizon, Aspect Diversified has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Aspect Diversified are completely uncorrelated. Furthermore, Aspect Diversified Trends M GBP AccIt does not look like Aspect Diversified alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Aspect Diversified is -234.78. The daily returns are destributed with a variance of 6.39 and standard deviation of 2.53. The mean deviation of Aspect Diversified Trends M GBP Acc is currently at 1.94. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.53
Ir
Information ratio =0.00

Aspect Diversified Return Volatility

Aspect Diversified Trends M GBP Acc accepts 2.5284% volatility on return distribution over the 30 days horizon. DOW inherits 1.0373% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Aspect Diversified Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Aspect Diversified Investment Opportunity

Aspect Diversified Trends M GBP Acc has a volatility of 2.53 and is 2.43 times more volatile than DOW. 22% of all equities and portfolios are less risky than Aspect Diversified. Compared to the overall equity markets, volatility of historical daily returns of Aspect Diversified Trends M GBP Acc is lower than 22 (%) of all global equities and portfolios over the last 30 days.

Aspect Diversified Volatility Indicators

Aspect Diversified Trends M GBP Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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