Kames Global (Ireland) Risk Analysis And Volatility

Our philosophy towards estimating 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 Kames Global which you can use to evaluate future volatility of the organization. Please verify Kames Global Equity Income A USD Acc to check out if risk estimate we provide are consistent with the epected return of 0.0%.
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 the returns on DOW and Kames Global do not appear to be highly-sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Kames Global is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Kames Global Equity Income A USD Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.66
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Kames Global Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6563% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Kames Global Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Kames Global Equity Income A USD Acc. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.

Kames Global Current Risk Indicators

Kames Global Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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