Adelphi European (Ireland) Risk Analysis And Volatility Evaluation

IE00B65NG183 -- Ireland Fund  

EUR 175.41  0.22  0.13%

Macroaxis considers Adelphi European to be unknown risk. Adelphi European Select secures Sharpe Ratio (or Efficiency) of -0.5 which signifies that Adelphi European Select had -0.5% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Adelphi European Select Equity D EUR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Adelphi European Select to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Adelphi European Select Technical Analysis

Transformation
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Adelphi European Projected Return Density Against Market

Assuming 30 trading days horizon, Adelphi European has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Adelphi European are completely uncorrelated. Furthermore, Adelphi European Select Equity D EURIt does not look like Adelphi European alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Adelphi European is -200.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.06. The mean deviation of Adelphi European Select Equity D EUR is currently at 0.05. For similar time horizon, the selected benchmark (DOW) has volatility of 1.15
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.06
Ir
Information ratio =0.00

Adelphi European Return Volatility

Adelphi European Select Equity D EUR accepts 0.0627% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Adelphi European Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Adelphi European Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 20.67 times more volatile than Adelphi European Select Equity D EUR. 0% of all equities and portfolios are less risky than Adelphi European. Compared to the overall equity markets, volatility of historical daily returns of Adelphi European Select Equity D EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Adelphi European Volatility Indicators

Adelphi European Select Equity D EUR Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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