Principal Post (Ireland) Risk Analysis And Volatility Evaluation

Macroaxis considers Principal Post to be unknown risk. Principal Post Glb maintains Sharpe Ratio (i.e. Efficiency) of -0.5774 which implies Principal Post Glb had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting 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. Principal Post Glb exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Principal Post Glb Coefficient Of Variation of 941.32 and Risk Adjusted Performance of 0.14 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Principal Post Market Sensitivity

As returns on market increase, Principal Post returns are expected to increase less than the market. However during bear market, the loss on holding Principal Post will be expected to be smaller as well.
One Month Beta |Analyze Principal Post Glb Demand Trend
Check current 30 days Principal Post correlation with market (DOW)
β = 0.0134
Principal Post Small BetaPrincipal Post Glb Beta Legend

Principal Post Glb Technical Analysis

Transformation
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Principal Post Projected Return Density Against Market

Assuming 30 trading days horizon, Principal Post has beta of 0.0134 . This indicates as returns on market go up, Principal Post average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Principal Post Glb Ltd Term HY I HdgInc will be expected to be much smaller as well. Additionally, Principal Post Glb Ltd Term HY I HdgInc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Principal Post is -173.21. The daily returns are destributed with a variance of 0.57 and standard deviation of 0.76. The mean deviation of Principal Post Glb Ltd Term HY I HdgInc is currently at 0.58. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.04
β
Beta against DOW=0.0134
σ
Overall volatility
=0.76
Ir
Information ratio =0.38

Principal Post Return Volatility

Principal Post Glb Ltd Term HY I HdgInc accepts 0.7552% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Principal Post Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Principal Post Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 1.39 times more volatile than Principal Post Glb Ltd Term HY I HdgInc. 6% of all equities and portfolios are less risky than Principal Post. Compared to the overall equity markets, volatility of historical daily returns of Principal Post Glb Ltd Term HY I HdgInc is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Principal Post Glb Ltd Term HY I HdgInc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Principal Post to be traded at p;0.0 in 30 days. As returns on market increase, Principal Post returns are expected to increase less than the market. However during bear market, the loss on holding Principal Post will be expected to be smaller as well.

Principal Post correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Principal Post Glb Ltd Term HY and equity matching DJI index in the same portfolio.

Principal Post Volatility Indicators

Principal Post Glb Ltd Term HY I HdgInc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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