Muzinich Glbl (Ireland) Risk Analysis And Volatility Evaluation

IE00BF5S8N25 -- Ireland Fund  

GBp 9,653  10.00  0.10%

Macroaxis considers Muzinich Glbl to be unknown risk. Muzinich Glbl Tctl has Sharpe Ratio of -0.5774 which conveys that Muzinich Glbl Tctl had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating 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. Muzinich Glbl exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Muzinich Glbl Tctl Crdt Hgd GBP to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Muzinich Glbl Tctl 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.

Muzinich Glbl Projected Return Density Against Market

Assuming 30 trading days horizon, Muzinich Glbl has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Muzinich Glbl are completely uncorrelated. Furthermore, Muzinich Glbl Tctl Crdt Hgd GBPIt does not look like Muzinich Glbl alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Muzinich Glbl is -173.21. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.01. The mean deviation of Muzinich Glbl Tctl Crdt Hgd GBP is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.006
Ir
Information ratio =0.00

Muzinich Glbl Return Volatility

Muzinich Glbl Tctl Crdt Hgd GBP accepts 0.006% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Muzinich Glbl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Muzinich Glbl Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 120.0 times more volatile than Muzinich Glbl Tctl Crdt Hgd GBP. 0% of all equities and portfolios are less risky than Muzinich Glbl. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Glbl Tctl Crdt Hgd GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Muzinich Glbl Volatility Indicators

Muzinich Glbl Tctl Crdt Hgd GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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