MGI Global (Ireland) Risk Analysis And Volatility

IE00B61G8K48 -- Ireland Fund  

GBp 17,822  516.00  2.81%

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 Mean Deviation of 0.1554 and Risk Adjusted Performance of (0.039367) to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

MGI Global Market Sensitivity

As returns on market increase, returns on owning MGI Global are expected to decrease at a much smaller rate. During bear market, MGI Global is likely to outperform the market.
2 Months Beta |Analyze MGI Global Equity Demand Trend
Check current 30 days MGI Global correlation with market (DOW)
β = -0.0934

MGI Global Central Daily Price Deviation

MGI Global Equity Technical Analysis

Transformation
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MGI Global Projected Return Density Against Market

Assuming 30 trading days horizon, MGI Global Equity M 2 Hdg has beta of -0.0934 . This indicates as returns on benchmark increase, returns on holding MGI Global are expected to decrease at a much smaller rate. During bear market, however, MGI Global Equity M 2 Hdg is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. MGI Global Equity is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

MGI Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6636% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

MGI Global Investment Opportunity

DOW has a standard deviation of returns of 0.66 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. Use MGI Global Equity M 2 Hdg to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of MGI Global to be traded at p;17109.12 in 30 days. . As returns on market increase, returns on owning MGI Global are expected to decrease at a much smaller rate. During bear market, MGI Global is likely to outperform the market.

MGI Global correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding MGI Global Equity M 2 Hdg and equity matching DJI index in the same portfolio.

MGI Global Current Risk Indicators

MGI Global Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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