KBI Instl (Ireland) Risk Analysis And Volatility

Our approach towards estimating 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 KBI Instl which you can use to evaluate future volatility of the entity. Please verify KBI Instl Agri I EUR to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KBI Instl Agri 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 the returns on DOW and KBI Instl do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of KBI Instl is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of KBI Instl Agri I EUR is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

KBI Instl Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6602% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

KBI Instl Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than KBI Instl Agri I EUR. 0% 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 Agri I EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KBI Instl Current Risk Indicators

KBI Instl Suggested Diversification Pairs

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