Trojanome Feeder (Ireland) Risk Analysis And Volatility Evaluation

IE00B947ZW64 -- Ireland Fund  

EUR 1.21  0.01  0.83%

Macroaxis considers Trojanome Feeder unknown risk given 1 month investment horizon. Trojan Income Feeder owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5 which indicates Trojan Income Feeder had 0.5% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Trojanome Feeder O EUR which you can use to evaluate future volatility of the fund. Please operate Trojanome Feeder to confirm if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Trojan Income Feeder 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Trojanome Feeder has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Trojanome Feeder are completely uncorrelated. Furthermore, Trojanome Feeder O EURIt does not look like Trojanome Feeder alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Trojanome Feeder is 200.0. The daily returns are destributed with a variance of 0.17 and standard deviation of 0.42. The mean deviation of Trojanome Feeder O EUR is currently at 0.31. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.42
Ir
Information ratio =0.00

Actual Return Volatility

Trojanome Feeder O EUR accepts 0.4167% volatility on return distribution over the 30 days horizon. DOW inherits 0.4566% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Trojanome Feeder Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Trojanome Feeder Investment Opportunity
DOW has a standard deviation of returns of 0.46 and is 1.1 times more volatile than Trojanome Feeder O EUR. 3% of all equities and portfolios are less risky than Trojanome Feeder. Compared to the overall equity markets, volatility of historical daily returns of Trojanome Feeder O EUR is lower than 3 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Trojanome Feeder Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.