CGWM Select (Ireland) Risk Analysis And Volatility

IE00BGLP2096 -- Ireland Fund  

EUR 89.72  0.08  0.09%

Our approach towards foreseeing 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 CGWM Select Bond A EUR H which you can use to evaluate future volatility of the entity. Please confirm CGWM Select Bond Mean Deviation of 0.0512 and Risk Adjusted Performance of (0.005528) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

CGWM Select Market Sensitivity

As returns on market increase, returns on owning CGWM Select are expected to decrease at a much smaller rate. During bear market, CGWM Select is likely to outperform the market.
2 Months Beta |Analyze CGWM Select Bond Demand Trend
Check current 30 days CGWM Select correlation with market (DOW)
β = -0.026

CGWM Select Central Daily Price Deviation

CGWM Select Bond 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.

CGWM Select Projected Return Density Against Market

Assuming 30 trading days horizon, CGWM Select Bond A EUR H has beta of -0.026 . This indicates as returns on benchmark increase, returns on holding CGWM Select are expected to decrease at a much smaller rate. During bear market, however, CGWM Select Bond A EUR H is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. CGWM Select Bond is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0044
β
Beta against DOW=0.03
σ
Overall volatility
=0.00
Ir
Information ratio =0.0274

CGWM Select Return Volatility

the fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6615% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

CGWM Select Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than CGWM Select Bond A EUR H. 0% of all equities and portfolios are less risky than CGWM Select. Compared to the overall equity markets, volatility of historical daily returns of CGWM Select Bond A EUR H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use CGWM Select Bond A EUR H to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of CGWM Select to be traded at €94.21 in 30 days. . As returns on market increase, returns on owning CGWM Select are expected to decrease at a much smaller rate. During bear market, CGWM Select is likely to outperform the market.

CGWM Select correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding CGWM Select Bond A EUR H Inc and equity matching DJI index in the same portfolio.

CGWM Select Current Risk Indicators

CGWM Select Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
Search macroaxis.com