Trojanome Feeder (Ireland) Risk Analysis And Volatility

IE00B947ZW64 -- Ireland Fund  

EUR 1.07  0.02  1.83%

Our philosophy towards measuring 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 Trojanome Feeder O EUR which you can use to evaluate future volatility of the fund. Please validate Trojanome Feeder Coefficient Of Variation of (37,122) and Risk Adjusted Performance of 0.0041 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

Trojanome Feeder Market Sensitivity

As returns on market increase, Trojanome Feeder returns are expected to increase less than the market. However during bear market, the loss on holding Trojanome Feeder will be expected to be smaller as well.
2 Months Beta |Analyze Trojan Income Feeder Demand Trend
Check current 30 days Trojanome Feeder correlation with market (DOW)
β = 0.2085

Trojanome Feeder Central Daily Price Deviation

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.

Trojanome Feeder Projected Return Density Against Market

Assuming 30 trading days horizon, Trojanome Feeder has beta of 0.2085 . This indicates as returns on market go up, Trojanome Feeder average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Trojanome Feeder O EUR will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Trojan Income Feeder is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.01

Trojanome Feeder Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Trojanome Feeder Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Trojanome Feeder O EUR. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Trojanome Feeder O EUR to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Trojanome Feeder to be traded at €1.0379 in 30 days. . As returns on market increase, Trojanome Feeder returns are expected to increase less than the market. However during bear market, the loss on holding Trojanome Feeder will be expected to be smaller as well.

Trojanome Feeder correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Trojan Income Feeder O EUR Inc and equity matching DJI index in the same portfolio.

Trojanome Feeder Current Risk Indicators

Trojanome Feeder Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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