Heptagon European (Ireland) Risk Analysis And Volatility Evaluation

IE00BPT33S32 -- Ireland Fund  

USD 113.65  6.52  5.43%

Our philosophy towards determining volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Heptagon European Focus which you can use to evaluate future volatility of the entity. Please check out Heptagon European Market Risk Adjusted Performance of 0.024054 and Risk Adjusted Performance of 5.0E-4 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Heptagon European Market Sensitivity

As returns on market increase, Heptagon European returns are expected to increase less than the market. However during bear market, the loss on holding Heptagon European will be expected to be smaller as well.
One Month Beta |Analyze Heptagon European Focus Demand Trend
Check current 30 days Heptagon European correlation with market (DOW)
β = 0.3295
Heptagon European Small BetaHeptagon European Focus Beta Legend

Heptagon European Focus Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Heptagon European has beta of 0.3295 . This indicates as returns on market go up, Heptagon European average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Heptagon European Focus Equity B EUR Acc will be expected to be much smaller as well. Additionally, Heptagon European Focus Equity B EUR Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.04
β
Beta against DOW=0.33
σ
Overall volatility
=0.00
Ir
Information ratio =0.17

Actual Return Volatility

Heptagon European Focus Equity B EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5519% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Heptagon European Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Heptagon European Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than Heptagon European Focus Equity B EUR Acc. 0% of all equities and portfolios are less risky than Heptagon European. Compared to the overall equity markets, volatility of historical daily returns of Heptagon European Focus Equity B EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Heptagon European Focus Equity B EUR Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Heptagon European to be traded at $107.97 in 30 days. As returns on market increase, Heptagon European returns are expected to increase less than the market. However during bear market, the loss on holding Heptagon European will be expected to be smaller as well.

Heptagon European correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Heptagon European Focus Equity and equity matching DJI index in the same portfolio.

Volatility Indicators

Heptagon European Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .