KBI Instl (Ireland) Risk Analysis And Volatility Evaluation

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
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.

KBI Instl Projected Return Density Against Market

Assuming 30 trading days horizon, KBI Instl has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and KBI Instl are completely uncorrelated. Furthermore, KBI Instl Agri I EURIt does not look like KBI Instl alpha can have any bearing on the equity current valuation.
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

KBI Instl Agri I EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
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Investment Outlook

KBI Instl Investment Opportunity

DOW has a standard deviation of returns of 1.04 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 Volatility Indicators

KBI Instl Agri I EUR Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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