Heptagon European (Ireland) Risk Analysis And Volatility Evaluation

IE00BPT33S32 -- Ireland Fund  

USD 105.84  2.26  2.18%

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 Heptagon European Focus which you can use to evaluate future volatility of the entity. Please check out Heptagon European Market Risk Adjusted Performance of 0.05 and Risk Adjusted Performance of 0.0213 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Heptagon European Market Sensitivity

As returns on market increase, returns on owning Heptagon European are expected to decrease at a much smaller rate. During bear market, Heptagon European is likely to outperform the market.
One Month Beta |Analyze Heptagon European Focus Demand Trend
Check current 30 days Heptagon European correlation with market (DOW)
β = -0.0762

Heptagon European Central Daily Price Deviation

Heptagon European Focus Technical Analysis

Transformation
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Heptagon European Projected Return Density Against Market

Assuming 30 trading days horizon, Heptagon European Focus Equity B EUR Acc has beta of -0.0762 . This indicates as returns on benchmark increase, returns on holding Heptagon European are expected to decrease at a much smaller rate. During bear market, however, Heptagon European Focus Equity B EUR Acc is likely to outperform the market. 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
=0.0042
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.24

Heptagon European Return Volatility

Heptagon European Focus Equity B EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% 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

Insignificant

Investment Outlook

Heptagon European Investment Opportunity

DOW has a standard deviation of returns of 1.21 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 enhance returns of your portfolios. The fund experiences unexpected upward trend. Watch out for market signals. Check odds of Heptagon European to be traded at $127.01 in 30 days. As returns on market increase, returns on owning Heptagon European are expected to decrease at a much smaller rate. During bear market, Heptagon European is likely to outperform the market.

Heptagon European correlation with market

correlation synergy
Good 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.

Heptagon European Volatility Indicators

Heptagon European Focus Equity B EUR Acc Current Risk Indicators

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