CGWM Select (Ireland) Risk Analysis And Volatility Evaluation

IE00BGLP2096 -- Ireland Fund  

EUR 91.38  0.10  0.11%

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 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

CGWM Select Bond Technical Analysis

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 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and CGWM Select are completely uncorrelated. Furthermore, CGWM Select Bond A EUR HIt does not look like CGWM Select alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

CGWM Select Return Volatility

CGWM Select Bond A EUR H accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

CGWM Select Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

CGWM Select Investment Opportunity

DOW has a standard deviation of returns of 1.06 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.

CGWM Select Volatility Indicators

CGWM Select Bond A EUR H Current Risk Indicators

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