Polar Capital (Ireland) Risk Analysis And Volatility Evaluation

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 Coefficient Of Variation of 34997.57 and Risk Adjusted Performance of 0.0101 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Polar Capital Market Sensitivity

As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.
One Month Beta |Analyze Polar Capital Japan Demand Trend
Check current 30 days Polar Capital correlation with market (DOW)
β = 0.5883
Polar Capital Small BetaPolar Capital Japan Beta Legend

Polar Capital Japan Technical Analysis

Transformation
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Polar Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Polar Capital has beta of 0.5883 . This indicates as returns on market go up, Polar Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Polar Capital Japan Alpha C GBP will be expected to be much smaller as well. Additionally, Polar Capital Japan Alpha C GBP 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 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.59
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

Polar Capital Return Volatility

Polar Capital Japan Alpha C GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Polar Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Polar Capital Investment Opportunity

DOW has a standard deviation of returns of 0.43 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 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, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.

Polar Capital correlation with market

Significant 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 Volatility Indicators

Polar Capital Japan Alpha C GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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