ANIMA Star (Ireland) Risk Analysis And Volatility

IE00B7FN3D65 -- Ireland Fund  

EUR 5.45  0.04  0.73%

Our approach to 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 ANIMA Star High Potential Europe A which you can use to evaluate future volatility of the entity. Please confirm ANIMA Star High Risk Adjusted Performance of (0.05) and Mean Deviation of 0.1776 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

ANIMA Star Market Sensitivity

As returns on market increase, returns on owning ANIMA Star are expected to decrease at a much smaller rate. During bear market, ANIMA Star is likely to outperform the market.
2 Months Beta |Analyze ANIMA Star High Demand Trend
Check current 30 days ANIMA Star correlation with market (DOW)
β = -0.0481

ANIMA Star Central Daily Price Deviation

ANIMA Star High Technical Analysis

Transformation
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ANIMA Star Projected Return Density Against Market

Assuming 30 trading days horizon, ANIMA Star High Potential Europe A has beta of -0.0481 . This indicates as returns on benchmark increase, returns on holding ANIMA Star are expected to decrease at a much smaller rate. During bear market, however, ANIMA Star High Potential Europe A is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. ANIMA Star High is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.42

ANIMA Star Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5829% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

ANIMA Star Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than ANIMA Star High Potential Europe A. 0% of all equities and portfolios are less risky than ANIMA Star. Compared to the overall equity markets, volatility of historical daily returns of ANIMA Star High Potential Europe A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ANIMA Star High Potential Europe A to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of ANIMA Star to be traded at €5.34 in 30 days. . As returns on market increase, returns on owning ANIMA Star are expected to decrease at a much smaller rate. During bear market, ANIMA Star is likely to outperform the market.

ANIMA Star correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding ANIMA Star High Potential Euro and equity matching DJI index in the same portfolio.

ANIMA Star Current Risk Indicators

ANIMA Star Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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