GAM Star (Ireland) Risk Analysis And Volatility

IE00B6388K89 -- Ireland Fund  

USD 11.34  0.00  0.00%

Our approach towards determining 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 GAM Star Keynes which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GAM Star Keynes Technical Analysis

Transformation
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GAM Star Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0 . This indicates the returns on DOW and GAM Star do not appear to be sensitive. Furthermore, It does not look like the company 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

GAM Star Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

GAM Star Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

GAM Star Investment Opportunity

DOW has a standard deviation of returns of 1.92 and is 9.223372036854776E16 times more volatile than GAM Star Keynes Quant Strat USD Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Keynes Quant Strat USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GAM Star Volatility Indicators

GAM Star Keynes Quant Strat USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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