Algebris Financialome (Ireland) Risk Analysis And Volatility Evaluation

IE00BCZNWY50 -- Ireland Fund  

EUR 95.27  0.68  0.72%

Macroaxis considers Algebris Financialome to be unknown risk. Algebris Financialome secures Sharpe Ratio (or Efficiency) of -0.0287 which signifies that Algebris Financialome had -0.0287% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Algebris Financialome ID EUR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Algebris Financialome to double-check risk estimate we provide.
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 unless we do not have required data, the returns on DOW and Algebris Financialome are completely uncorrelated. Furthermore, Algebris Financialome ID EURIt does not look like Algebris Financialome alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Algebris Financialome is -3485.37. The daily returns are destributed with a variance of 8.44 and standard deviation of 2.91. The mean deviation of Algebris Financialome ID EUR is currently at 2.01. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.91
Ir
Information ratio =0.00

Algebris Financialome Return Volatility

Algebris Financialome ID EUR accepts 2.9056% volatility on return distribution over the 30 days horizon. DOW inherits 1.3062% 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

Algebris Financialome ID EUR has a volatility of 2.91 and is 2.22 times more volatile than DOW. 26% 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 26 (%) 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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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