Heptagon European (Ireland) Risk Analysis And Volatility

IE00BPT33S32 -- Ireland Fund  

USD 96.39  2.76  2.78%

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 Risk Adjusted Performance of (0.04459) and Market Risk Adjusted Performance of (0.39) 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, 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.
2 Months Beta |Analyze Heptagon European Focus Demand Trend
Check current 30 days Heptagon European correlation with market (DOW)
β = 0.1226

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 has beta of 0.1226 . 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Heptagon European Focus is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.07

Heptagon European Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Heptagon European Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Heptagon European Investment Opportunity

DOW has a standard deviation of returns of 1.92 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 your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Heptagon European to be traded at $92.53 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

correlation synergy
Average 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

Please also check Risk vs Return Analysis. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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