Dimensional Glb (Ireland) Risk Analysis And Volatility Evaluation

IE00BFG1R551 -- Ireland Fund  

GBp 1,048  2.00  0.19%

Our philosophy towards predicting 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 Dimensional Glb S T Inv Gr Fxd IncGBPAcc which you can use to evaluate future volatility of the entity. Please confirm Dimensional Glb S Coefficient Of Variation of 1,684 and Mean Deviation of 0.0976 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Dimensional Glb Market Sensitivity

As returns on market increase, Dimensional Glb returns are expected to increase less than the market. However during bear market, the loss on holding Dimensional Glb will be expected to be smaller as well.
One Month Beta |Analyze Dimensional Glb S Demand Trend
Check current 30 days Dimensional Glb correlation with market (DOW)
β = 0.0064

Dimensional Glb Central Daily Price Deviation

Dimensional Glb S Technical Analysis

Transformation
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Dimensional Glb Projected Return Density Against Market

Assuming 30 trading days horizon, Dimensional Glb has beta of 0.0064 . This indicates as returns on market go up, Dimensional Glb average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Dimensional Glb S T Inv Gr Fxd IncGBPAcc will be expected to be much smaller as well. Additionally, Dimensional Glb S T Inv Gr Fxd IncGBPAcc 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
=0.02
β
Beta against DOW=0.0064
σ
Overall volatility
=0.00
Ir
Information ratio =0.69

Dimensional Glb Return Volatility

Dimensional Glb S T Inv Gr Fxd IncGBPAcc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Dimensional Glb Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Dimensional Glb Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than Dimensional Glb S T Inv Gr Fxd IncGBPAcc. 0% of all equities and portfolios are less risky than Dimensional Glb. Compared to the overall equity markets, volatility of historical daily returns of Dimensional Glb S T Inv Gr Fxd IncGBPAcc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Dimensional Glb S T Inv Gr Fxd IncGBPAcc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Dimensional Glb to be traded at p;1037.52 in 30 days. As returns on market increase, Dimensional Glb returns are expected to increase less than the market. However during bear market, the loss on holding Dimensional Glb will be expected to be smaller as well.

Dimensional Glb correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Dimensional Glb S T Inv Gr Fxd and equity matching DJI index in the same portfolio.

Dimensional Glb Volatility Indicators

Dimensional Glb S T Inv Gr Fxd IncGBPAcc Current Risk Indicators

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