MGI Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B61G8K48 -- Ireland Fund  

GBp 20,732  112.00  0.54%

We consider MGI Global unknown risk. MGI Global Equity has Sharpe Ratio of 0.0748 which conveys that MGI Global Equity had 0.0748% of return per unit of volatility over the last 1 month. Our way of estimating volatility of a fund is to use all available market data together with company 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 0.0282%.
 Time Horizon     30 Days    Login   to change

MGI Global Equity Technical Analysis

Transformation
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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 
Assuming 30 trading days horizon, the coefficient of variation of MGI Global is 1337.61. The daily returns are destributed with a variance of 0.14 and standard deviation of 0.38. The mean deviation of MGI Global Equity M 2 Hdg is currently at 0.22. For similar time horizon, the selected benchmark (DOW) has volatility of 0.56
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.38
Ir
Information ratio =0.00

Actual Return Volatility

MGI Global Equity M 2 Hdg accepts 0.3772% volatility on return distribution over the 30 days horizon. DOW inherits 0.5506% 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

Unaffected

Investment Outlook

MGI Global Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 1.45 times more volatile than MGI Global Equity M 2 Hdg. 3% 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 3 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

MGI Global Current Risk Indicators
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