BMO LGM (Ireland) Risk Analysis And Volatility Evaluation

IE00BCDYJW78 -- Ireland Fund  

USD 13.41  0.52  3.73%

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 Mean Deviation of 1.11 and Risk Adjusted Performance of (0.17) 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 Market Sensitivity

As returns on market increase, BMO LGM returns are expected to increase less than the market. However during bear market, the loss on holding BMO LGM will be expected to be smaller as well.
2 Months Beta |Analyze BMO LGM Greater Demand Trend
Check current 30 days BMO LGM correlation with market (DOW)
β = 0.3464

BMO LGM Central Daily Price Deviation

BMO LGM Greater 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.

BMO LGM Projected Return Density Against Market

Assuming 30 trading days horizon, BMO LGM has beta of 0.3464 . This indicates as returns on market go up, BMO LGM average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BMO LGM Greater India E USD Acc will be expected to be much smaller as well. Additionally, BMO LGM Greater India E USD Acc 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
=0.26
β
Beta against DOW=0.35
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

BMO LGM Return Volatility

BMO LGM Greater India E USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BMO LGM Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

BMO LGM Investment Opportunity

DOW has a standard deviation of returns of 1.35 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. Use BMO LGM Greater India E USD Acc to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of BMO LGM to be traded at $12.87 in 30 days. As returns on market increase, BMO LGM returns are expected to increase less than the market. However during bear market, the loss on holding BMO LGM will be expected to be smaller as well.

BMO LGM correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BMO LGM Greater India E USD Ac and equity matching DJI index in the same portfolio.

BMO LGM Volatility Indicators

BMO LGM Greater India E USD Acc Current Risk Indicators

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