Adelphi European (Ireland) Risk Analysis And Volatility

IE00B65NG183 -- Ireland Fund  

EUR 160.16  5.16  3.12%

We consider Adelphi European unknown risk. Adelphi European Select secures Sharpe Ratio (or Efficiency) of 0.0283 which signifies that the fund had 0.0283% of return per unit of standard deviation over the last 2 months. Our philosophy in foreseeing 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 Adelphi European Select Equity D EUR which you can use to evaluate future volatility of the entity. Please confirm Adelphi European Select to double-check if risk estimate we provide are consistent with the epected return of 0.1844%.
Horizon     30 Days    Login   to change

Adelphi European Select Technical Analysis

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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 the returns on DOW and Adelphi European 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 
Assuming 30 trading days horizon, the coefficient of variation of Adelphi European is 3532.07. The daily returns are destributed with a variance of 42.42 and standard deviation of 6.51. The mean deviation of Adelphi European Select Equity D EUR is currently at 3.18. For similar time horizon, the selected benchmark (DOW) has volatility of 1.74
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Adelphi European Return Volatility

the fund accepts 6.5131% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Adelphi European Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

Adelphi European Investment Opportunity

Adelphi European Select Equity D EUR has a volatility of 6.51 and is 4.17 times more volatile than DOW. 58% 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 higher than 58 (%) 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.