Polar Capital (Ireland) Risk Analysis And Volatility

IE00B8BJYW18 -- Ireland Fund  

GBp 197.00  0.00  0.00%

Our philosophy towards forecasting 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 Polar Capital Japan which you can use to evaluate future volatility of the fund. Please check Polar Capital Japan Risk Adjusted Performance of 0.028 and Coefficient Of Variation of 3849.5 to confirm 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 Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Polar Capital Market Sensitivity

As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.
2 Months Beta |Analyze Polar Capital Japan Demand Trend
Check current 30 days Polar Capital correlation with market (DOW)
β = -0.7077

Polar Capital Central Daily Price Deviation

Polar Capital Japan Technical Analysis

Transformation
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.

Polar Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Polar Capital Japan Alpha C GBP has beta of -0.7077 . This indicates as returns on benchmark increase, returns on holding Polar Capital are expected to decrease at a much smaller rate. During bear market, however, Polar Capital Japan Alpha C GBP is likely to outperform the market. Moreover, The company has an alpha of 0.0709 implying that it can potentially generate 0.0709% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.71
σ
Overall volatility
=0.00
Ir
Information ratio =0.0231

Polar Capital Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8135% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Polar Capital Investment Opportunity

DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Polar Capital Japan Alpha C GBP. 0% of all equities and portfolios are less risky than Polar Capital. Compared to the overall equity markets, volatility of historical daily returns of Polar Capital Japan Alpha C GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Polar Capital Japan Alpha C GBP to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Polar Capital to be traded at p;195.03 in 30 days. . As returns on market increase, returns on owning Polar Capital are expected to decrease at a much smaller rate. During bear market, Polar Capital is likely to outperform the market.

Polar Capital correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Polar Capital Japan Alpha C GB and equity matching DJI index in the same portfolio.

Polar Capital Current Risk Indicators

Polar Capital Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
Search macroaxis.com