Algebris Financialome (Ireland) Risk Analysis And Volatility

IE00BCZNWY50 -- Ireland Fund  

EUR 87.10  1.46  1.65%

Our philosophy in 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 Algebris Financialome ID EUR which you can use to evaluate future volatility of the entity. Please confirm Algebris Financialome to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Algebris Financialome Technical Analysis

Transformation
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Algebris Financialome Projected Return Density Against Market

Assuming 30 trading days horizon, Algebris Financialome has beta of 0.0 . This indicates the returns on DOW and Algebris Financialome 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 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Algebris Financialome Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Algebris Financialome Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Algebris Financialome Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Algebris Financialome ID EUR. 0% of all equities and portfolios are less risky than Algebris Financialome. Compared to the overall equity markets, volatility of historical daily returns of Algebris Financialome ID EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Algebris Financialome Volatility Indicators

Algebris Financialome ID EUR Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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