CSOP China (Ireland) Risk Analysis And Volatility Evaluation

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
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.

CSOP China Projected Return Density Against Market

Assuming 30 trading days horizon, CSOP China has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and CSOP China are completely uncorrelated. Furthermore, CSOP China Intelligence A Shr A RMBIt does not look like CSOP China 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

CSOP China Intelligence A Shr A RMB accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Investment Outlook

CSOP China Investment Opportunity

DOW has a standard deviation of returns of 1.2 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

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