Sanlam FOUR (Ireland) Risk Analysis And Volatility

IE00B5M48M23 -- Ireland Fund  

GBp 1,510  54.00  0.03%

Sanlam FOUR is abnormally risky given 2 months investment horizon. Sanlam FOUR Global owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.3606 which indicates the organization had 0.3606% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a fund is to use Sanlam FOUR Global market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 138.5075% are justified by taking the suggested risk. Use Sanlam FOUR Global to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Sanlam FOUR Global Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Sanlam FOUR Global Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Sanlam FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 . This indicates the returns on DOW and Sanlam FOUR do not appear to be highly reactive. 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 Sanlam FOUR is 277.3. The daily returns are destributed with a variance of 147518.08 and standard deviation of 384.08. The mean deviation of Sanlam FOUR Global Equity A GBP is currently at 265.07. 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
=384.08
Ir
Information ratio =0.00

Sanlam FOUR Return Volatility

the fund venture accepts 384.0808% 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

Sanlam FOUR Volatility Factors

60 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Very Small

60 Days Economic Sensitivity

Ignores market trends

Investment Outlook

Sanlam FOUR Investment Opportunity

Sanlam FOUR Global Equity A GBP has a volatility of 384.08 and is 193.01 times more volatile than DOW. 96% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR Global Equity A GBP is higher than 96 (%) of all global equities and portfolios over the last 30 days.

Sanlam FOUR Volatility Indicators

Sanlam FOUR Global Equity A GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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