MGI Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B61G8K48 -- Ireland Fund  

GBp 20,698  348.00  1.65%

Our way of 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 MGI Global which you can use to evaluate future volatility of the organization. Please verify MGI Global Equity M 2 Hdg to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MGI Global Equity Technical Analysis

Transformation
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MGI Global Projected Return Density Against Market

Assuming 30 trading days horizon, MGI Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and MGI Global are completely uncorrelated. Furthermore, MGI Global Equity M 2 HdgIt does not look like MGI Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

MGI Global Return Volatility

MGI Global Equity M 2 Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MGI Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

MGI Global Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than MGI Global Equity M 2 Hdg. 0% of all equities and portfolios are less risky than MGI Global. Compared to the overall equity markets, volatility of historical daily returns of MGI Global Equity M 2 Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

MGI Global Volatility Indicators

MGI Global Equity M 2 Hdg Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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