Kames Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B8D45093 -- Ireland Fund  

USD 13.73  0.08  0.58%

Macroaxis considers Kames Global to be unknown risk. Kames Global Equity has Sharpe Ratio of -0.0147 which conveys that Kames Global Equity had -0.0147% of return per unit of risk over the last 2 months. Macroaxis philosophy towards estimating 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. Kames Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Kames Global Equity Income A USD Acc to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Kames Global Equity Technical Analysis

Transformation
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Kames Global Projected Return Density Against Market

Assuming 30 trading days horizon, Kames Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Kames Global are completely uncorrelated. Furthermore, Kames Global Equity Income A USD AccIt does not look like Kames Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Kames Global is -6804.55. The daily returns are destributed with a variance of 4.64 and standard deviation of 2.16. The mean deviation of Kames Global Equity Income A USD Acc is currently at 1.26. For similar time horizon, the selected benchmark (DOW) has volatility of 1.27
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.16
Ir
Information ratio =0.00

Kames Global Return Volatility

Kames Global Equity Income A USD Acc accepts 2.1551% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kames Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Kames Global Investment Opportunity

Kames Global Equity Income A USD Acc has a volatility of 2.16 and is 1.69 times more volatile than DOW. 19% of all equities and portfolios are less risky than Kames Global. Compared to the overall equity markets, volatility of historical daily returns of Kames Global Equity Income A USD Acc is lower than 19 (%) of all global equities and portfolios over the last 30 days.

Kames Global Volatility Indicators

Kames Global Equity Income A USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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