Catalyst Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BQV0MN72 -- Ireland Fund  

USD 2.03  0.01  0.49%

We consider Catalyst Global unknown risk. Catalyst Global Rel secures Sharpe Ratio (or Efficiency) of 0.0915 which signifies that Catalyst Global Rel had 0.0915% of return per unit of risk over the last 2 months. Our philosophy towards 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 Catalyst Global Rel Est UCITS B USD Acc which you can use to evaluate future volatility of the entity. Please confirm Catalyst Global Rel to double-check if risk estimate we provide are consistent with the epected return of 0.1312%.
Horizon     30 Days    Login   to change

Catalyst Global Rel Technical Analysis

Transformation
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Catalyst Global Projected Return Density Against Market

Assuming 30 trading days horizon, Catalyst Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Catalyst Global are completely uncorrelated. Furthermore, Catalyst Global Rel Est UCITS B USD AccIt does not look like Catalyst Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Catalyst Global is 1093.28. The daily returns are destributed with a variance of 2.06 and standard deviation of 1.43. The mean deviation of Catalyst Global Rel Est UCITS B USD Acc is currently at 0.94. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.43
Ir
Information ratio =0.00

Catalyst Global Return Volatility

Catalyst Global Rel Est UCITS B USD Acc accepts 1.4349% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Catalyst Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Catalyst Global Investment Opportunity

Catalyst Global Rel Est UCITS B USD Acc has a volatility of 1.43 and is 1.12 times more volatile than DOW. 12% of all equities and portfolios are less risky than Catalyst Global. Compared to the overall equity markets, volatility of historical daily returns of Catalyst Global Rel Est UCITS B USD Acc is lower than 12 (%) of all global equities and portfolios over the last 30 days.

Catalyst Global Volatility Indicators

Catalyst Global Rel Est UCITS B USD Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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