Dimensional World (Ireland) Risk Analysis And Volatility

IE00B56FVB15 -- Ireland Fund  

GBp 1,505  16.00  1.05%

Our philosophy towards 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 Dimensional World Allocation 4 which you can use to evaluate future volatility of the entity. Please confirm Dimensional World Mean Deviation of 0.5864 and Coefficient Of Variation of 427.51 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Dimensional World Market Sensitivity

As returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market.
2 Months Beta |Analyze Dimensional World Demand Trend
Check current 30 days Dimensional World correlation with market (DOW)
β = -0.024

Dimensional World Central Daily Price Deviation

Dimensional World 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.

Dimensional World Projected Return Density Against Market

Assuming 30 trading days horizon, Dimensional World Allocation 4 has beta of -0.024 . This indicates as returns on benchmark increase, returns on holding Dimensional World are expected to decrease at a much smaller rate. During bear market, however, Dimensional World Allocation 4 is likely to outperform the market. Moreover, The company has an alpha of 0.1948 implying that it can potentially generate 0.1948% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.19
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

Dimensional World Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Dimensional World Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Dimensional World Investment Opportunity

DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than Dimensional World Allocation 4. 0% of all equities and portfolios are less risky than Dimensional World. Compared to the overall equity markets, volatility of historical daily returns of Dimensional World Allocation 4 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Dimensional World Allocation 4 to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Dimensional World to be traded at p;1459.85 in 30 days. . As returns on market increase, returns on owning Dimensional World are expected to decrease at a much smaller rate. During bear market, Dimensional World is likely to outperform the market.

Dimensional World correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Dimensional World Allocation 4 and equity matching DJI index in the same portfolio.

Dimensional World Volatility Indicators

Dimensional World Allocation 4 Current Risk Indicators

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