Veritas Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B686VM08 -- Ireland Fund  

GBp 20,026  332.00  1.63%

Our philosophy towards measuring 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 Veritas Global Equity Income GBP D which you can use to evaluate future volatility of the fund. Please validate Veritas Global to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Veritas Global Equity Technical Analysis

Transformation
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Veritas Global Projected Return Density Against Market

Assuming 30 trading days horizon, Veritas Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Veritas Global are completely uncorrelated. Furthermore, Veritas Global Equity Income GBP DIt does not look like Veritas Global 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

Veritas Global Return Volatility

Veritas Global Equity Income GBP D accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Veritas Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Veritas Global Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than Veritas Global Equity Income GBP D. 0% of all equities and portfolios are less risky than Veritas Global. Compared to the overall equity markets, volatility of historical daily returns of Veritas Global Equity Income GBP D is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Veritas Global Volatility Indicators

Veritas Global Equity Income GBP D Current Risk Indicators

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