Nedgroup Inv (Ireland) Risk Analysis And Volatility Evaluation

IE00B9CBCV86 -- Ireland Fund  

USD 10.88  0.00  0.00%

Our philosophy towards estimating 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 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 0.2153, Mean Deviation of 0.1287 and Risk Adjusted Performance of 0.01 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Nedgroup Inv has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Nedgroup Inv are completely uncorrelated. Furthermore, Nedgroup Inv MultiFunds Balanced C USDIt does not look like Nedgroup Inv alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Nedgroup Inv MultiFunds Balanced C USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% 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

Unaffected

Investment Outlook

Nedgroup Inv Investment Opportunity
Nedgroup Inv MultiFunds Balanced C USD has the same returns volatility as DOW considering given time horizon. 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.

Volatility Indicators

Nedgroup Inv Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.