Invesco Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BMMV7R05 -- Ireland Fund  

AUD 8.08  0.08  0.98%

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 Invesco Global High which you can use to evaluate future volatility of the entity. Please check out Invesco Global Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Invesco Global High 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.

Invesco Global Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Invesco Global are completely uncorrelated. Furthermore, Invesco Global High Income A AUD Inc HdgIt does not look like Invesco Global 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 =0.72

Invesco Global Return Volatility

Invesco Global High Income A AUD Inc Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0568% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Invesco Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Invesco Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Invesco Global High Income A AUD Inc Hdg. 0% of all equities and portfolios are less risky than Invesco Global. Compared to the overall equity markets, volatility of historical daily returns of Invesco Global High Income A AUD Inc Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Invesco Global Volatility Indicators

Invesco Global High Income A AUD Inc Hdg Current Risk Indicators

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