CSOP China (Ireland) Risk Analysis And Volatility

Our philosophy in 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 CSOP China Intelligence A Shr A RMB which you can use to evaluate future volatility of the entity. Please confirm CSOP China Intelligence to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

CSOP China Intelligence Technical Analysis

Transformation
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CSOP China Projected Return Density Against Market

Assuming 30 trading days horizon, CSOP China has beta of 0.0 . This indicates the returns on DOW and CSOP China do not appear to be sensitive. Furthermore, It does not look like the company 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

CSOP China Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8162% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

CSOP China Investment Opportunity

DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than CSOP China Intelligence A Shr A RMB. 0% of all equities and portfolios are less risky than CSOP China. Compared to the overall equity markets, volatility of historical daily returns of CSOP China Intelligence A Shr A RMB is lower than 0 (%) of all global equities and portfolios over the last 30 days.

CSOP China Volatility Indicators

CSOP China Intelligence A Shr A RMB Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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