Lyxor Tiedemann (Ireland) Risk Analysis And Volatility Evaluation

IE00B9CB6D86 -- Ireland Fund  

GBp 11,193  9.00  0.08%

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 Lyxor Tiedemann which you can use to evaluate future volatility of the organization. Please verify Lyxor Tiedemann Arbitrage Strat I GBP to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lyxor Tiedemann Arbi Technical Analysis

Transformation
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Lyxor Tiedemann Projected Return Density Against Market

Assuming 30 trading days horizon, Lyxor Tiedemann has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Lyxor Tiedemann are completely uncorrelated. Furthermore, Lyxor Tiedemann Arbitrage Strat I GBPIt does not look like Lyxor Tiedemann alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Lyxor Tiedemann Return Volatility

Lyxor Tiedemann Arbitrage Strat I GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2203% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lyxor Tiedemann Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Lyxor Tiedemann Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than Lyxor Tiedemann Arbitrage Strat I GBP. 0% of all equities and portfolios are less risky than Lyxor Tiedemann. Compared to the overall equity markets, volatility of historical daily returns of Lyxor Tiedemann Arbitrage Strat I GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Lyxor Tiedemann Volatility Indicators

Lyxor Tiedemann Arbitrage Strat I GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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