Sanlam BIFM (Ireland) Risk Analysis And Volatility Evaluation

IE00BFPMK726 -- Ireland Fund  

USD 1.19  0.02  1.65%

Our philosophy towards measuring 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 Sanlam BIFM World Equity A USD Acc which you can use to evaluate future volatility of the fund. Please validate Sanlam BIFM Coefficient Of Variation of 2400.32 and Risk Adjusted Performance of 0.0527 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sanlam BIFM Market Sensitivity

As returns on market increase, returns on owning Sanlam BIFM are expected to decrease at a much smaller rate. During bear market, Sanlam BIFM is likely to outperform the market.
One Month Beta |Analyze Sanlam BIFM World Demand Trend
Check current 30 days Sanlam BIFM correlation with market (DOW)
β = -0.0101

Sanlam BIFM Central Daily Price Deviation

Sanlam BIFM World 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.

Sanlam BIFM Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam BIFM World Equity A USD Acc has beta of -0.0101 . This indicates as returns on benchmark increase, returns on holding Sanlam BIFM are expected to decrease at a much smaller rate. During bear market, however, Sanlam BIFM World Equity A USD Acc is likely to outperform the market. Moreover, Sanlam BIFM World Equity A USD Acc has an alpha of 0.0513 implying that it can potentially generate 0.0513% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

Sanlam BIFM Return Volatility

Sanlam BIFM World Equity A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sanlam BIFM Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Sanlam BIFM Investment Opportunity

DOW has a standard deviation of returns of 1.19 and is 9.223372036854776E16 times more volatile than Sanlam BIFM World Equity A USD Acc. 0% of all equities and portfolios are less risky than Sanlam BIFM. Compared to the overall equity markets, volatility of historical daily returns of Sanlam BIFM World Equity A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sanlam BIFM World Equity A USD Acc to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Sanlam BIFM to be traded at $1.1543 in 30 days. As returns on market increase, returns on owning Sanlam BIFM are expected to decrease at a much smaller rate. During bear market, Sanlam BIFM is likely to outperform the market.

Sanlam BIFM correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Sanlam BIFM World Equity A USD and equity matching DJI index in the same portfolio.

Sanlam BIFM Volatility Indicators

Sanlam BIFM World Equity A USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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