BMO LGM (Ireland) Risk Analysis And Volatility

Our philosophy towards foreseeing 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 BMO LGM Greater India E USD Acc which you can use to evaluate future volatility of the entity. Please confirm BMO LGM Greater to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BMO LGM Greater Technical Analysis

Transformation
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BMO LGM Projected Return Density Against Market

Assuming 30 trading days horizon, BMO LGM has beta of 0.0 . This indicates the returns on DOW and BMO LGM do not appear to be highly-sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of BMO LGM is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of BMO LGM Greater India E USD Acc is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

BMO LGM Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6937% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

BMO LGM Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than BMO LGM Greater India E USD Acc. 0% of all equities and portfolios are less risky than BMO LGM. Compared to the overall equity markets, volatility of historical daily returns of BMO LGM Greater India E USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

BMO LGM Current Risk Indicators

BMO LGM Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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