Nedgroup Inv (Ireland) Risk Analysis And Volatility Evaluation

IE00B9CBCV86 -- Ireland Fund  

USD 10.99  0.00  0.00%

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 Nedgroup Inv which you can use to evaluate future volatility of the organization. Please verify Nedgroup Inv MultiFunds Balanced C USD Downside Deviation of 0.1539, Mean Deviation of 0.0621 and Risk Adjusted Performance of 0.07 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Nedgroup Inv Market Sensitivity

As returns on market increase, returns on owning Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, Nedgroup Inv is likely to outperform the market.
One Month Beta |Analyze Nedgroup Inv MultiFunds Demand Trend
Check current 30 days Nedgroup Inv correlation with market (DOW)
β = -0.0155
Nedgroup Inv Almost negative betaNedgroup Inv MultiFunds Beta Legend

Nedgroup Inv MultiFunds 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.

Nedgroup Inv Projected Return Density Against Market

Assuming 30 trading days horizon, Nedgroup Inv MultiFunds Balanced C USD has beta of -0.0155 . This indicates as returns on benchmark increase, returns on holding Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, however, Nedgroup Inv MultiFunds Balanced C USD is likely to outperform the market. Additionally, Nedgroup Inv MultiFunds Balanced C USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.40

Nedgroup Inv Return Volatility

Nedgroup Inv MultiFunds Balanced C USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Nedgroup Inv Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Nedgroup Inv Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Nedgroup Inv MultiFunds Balanced C USD. 0% of all equities and portfolios are less risky than Nedgroup Inv. Compared to the overall equity markets, volatility of historical daily returns of Nedgroup Inv MultiFunds Balanced C USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Nedgroup Inv MultiFunds Balanced C USD to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Nedgroup Inv to be traded at $10.88 in 30 days. As returns on market increase, returns on owning Nedgroup Inv are expected to decrease at a much smaller rate. During bear market, Nedgroup Inv is likely to outperform the market.

Nedgroup Inv correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Nedgroup Inv MultiFunds Balanc and equity matching DJI index in the same portfolio.

Nedgroup Inv Volatility Indicators

Nedgroup Inv MultiFunds Balanced C USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
Search macroaxis.com