Muzinich Short (Ireland) Risk Analysis And Volatility

IE00B5BHGW80 -- Ireland Fund  

EUR 120.44  0.38  0.00%

Macroaxis considers Muzinich Short to be unknown risk. Muzinich Short Duration has Sharpe Ratio of -0.5774 which conveys that the entity had -0.5774% of return per unit of risk over the last 2 months. Macroaxis philosophy 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. Muzinich Short exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Muzinich Short Duration HY Hdg EUR A Acc to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Muzinich Short Duration Technical Analysis

Transformation
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Muzinich Short Projected Return Density Against Market

Assuming 30 trading days horizon, Muzinich Short has beta of 0.0 . This indicates the returns on DOW and Muzinich Short do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Muzinich Short is -173.21. The daily returns are destributed with a variance of 0.06 and standard deviation of 0.25. The mean deviation of Muzinich Short Duration HY Hdg EUR A Acc is currently at 0.19. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.25
Ir
Information ratio =0.00

Muzinich Short Return Volatility

the fund accepts 0.2529% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Muzinich Short Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Muzinich Short Investment Opportunity

DOW has a standard deviation of returns of 1.99 and is 7.96 times more volatile than Muzinich Short Duration HY Hdg EUR A Acc. 2% of all equities and portfolios are less risky than Muzinich Short. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Short Duration HY Hdg EUR A Acc is lower than 2 (%) of all global equities and portfolios over the last 30 days.

Muzinich Short Volatility Indicators

Muzinich Short Duration HY Hdg EUR A Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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