GAM Star (Ireland) Risk Analysis And Volatility Evaluation

IE00B88LXR84 -- Ireland Fund  

USD 27.73  0.20  0.72%

Macroaxis considers GAM Star to be unknown risk. GAM Star Japan holds Efficiency (Sharpe) Ratio of -0.2399 which attests that GAM Star Japan had -0.2399% of return per unit of risk over the last 1 month. Macroaxis approach towards determining 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. GAM Star Japan exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GAM Star to validate risk estimate we provide.
 Time Horizon     30 Days    Login   to change

GAM Star Japan 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, GAM Star has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and GAM Star are completely uncorrelated. Furthermore, GAM Star Japan Equity Z USD AccIt does not look like GAM Star alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of GAM Star is -416.87. The daily returns are destributed with a variance of 5.87 and standard deviation of 2.42. The mean deviation of GAM Star Japan Equity Z USD Acc is currently at 1.72. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

GAM Star Japan Equity Z USD Acc accepts 2.4238% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

GAM Star Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

GAM Star Investment Opportunity
GAM Star Japan Equity Z USD Acc has a volatility of 2.42 and is 4.25 times more volatile than DOW. 22% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star Japan Equity Z USD Acc is lower than 22 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

GAM Star Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.