Guinness European (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards determining 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 Guinness European which you can use to evaluate future volatility of the entity. Please check out Guinness European to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Guinness European Technical Analysis

Transformation
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Guinness European Projected Return Density Against Market

Assuming 30 trading days horizon, Guinness European has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Guinness European are completely uncorrelated. Furthermore, Guinness European Equity Income X GBPIncIt does not look like Guinness European alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Guinness European Return Volatility

Guinness European Equity Income X GBPInc 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 

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Investment Outlook

Guinness European Investment Opportunity

DOW has a standard deviation of returns of 1.19 and is 9.223372036854776E16 times more volatile than Guinness European Equity Income X GBPInc. 0% of all equities and portfolios are less risky than Guinness European. Compared to the overall equity markets, volatility of historical daily returns of Guinness European Equity Income X GBPInc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Guinness European Volatility Indicators

Guinness European Equity Income X GBPInc Current Risk Indicators

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