R Parus (Ireland) Risk Analysis And Volatility

IE00BCBHZ861 -- Ireland Fund  

EUR 100.34  0.00  0.00%

Our approach towards forecasting 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 R Parus C which you can use to evaluate future volatility of the entity. Please check R Parus C to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

R Parus C Technical Analysis

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.

R Parus Projected Return Density Against Market

Assuming 30 trading days horizon, R Parus has beta of 0.0 . This indicates the returns on DOW and R Parus do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

R Parus Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6501% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

R Parus Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

R Parus Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than R Parus C Euro Hedged. 0% of all equities and portfolios are less risky than R Parus. Compared to the overall equity markets, volatility of historical daily returns of R Parus C Euro Hedged is lower than 0 (%) of all global equities and portfolios over the last 30 days.

R Parus Volatility Indicators

R Parus C Euro Hedged Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Search macroaxis.com