Cheyne European (Ireland) Risk Analysis And Volatility Evaluation

IE00B6ZNZN32 -- Ireland Fund  

USD 103.22  0.00  0.00%

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 Cheyne European Real Estate Bd HGRE D2 which you can use to evaluate future volatility of the entity. Please confirm Cheyne European Real to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Cheyne European Real Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Cheyne European Projected Return Density Against Market

Assuming 30 trading days horizon, Cheyne European has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Cheyne European are completely uncorrelated. Furthermore, Cheyne European Real Estate Bd HGRE D2It does not look like Cheyne European alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Cheyne European Return Volatility

Cheyne European Real Estate Bd HGRE D2 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

Cheyne European Investment Opportunity

DOW has a standard deviation of returns of 1.35 and is 9.223372036854776E16 times more volatile than Cheyne European Real Estate Bd HGRE D2. 0% of all equities and portfolios are less risky than Cheyne European. Compared to the overall equity markets, volatility of historical daily returns of Cheyne European Real Estate Bd HGRE D2 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Cheyne European Volatility Indicators

Cheyne European Real Estate Bd HGRE D2 Current Risk Indicators

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