Catalyst Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BQV0MN72 -- Ireland Fund  

USD 1.99  0.06  2.93%

Macroaxis considers Catalyst Global to be unknown risk. Catalyst Global Rel secures Sharpe Ratio (or Efficiency) of -0.7359 which signifies that Catalyst Global Rel had -0.7359% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Catalyst Global Rel Est UCITS B USD Acc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Catalyst Global Rel to double-check risk estimate we provide.
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 -135.89. The daily returns are destributed with a variance of 0.9 and standard deviation of 0.95. The mean deviation of Catalyst Global Rel Est UCITS B USD Acc is currently at 0.67. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.95
Ir
Information ratio =0.00

Catalyst Global Return Volatility

Catalyst Global Rel Est UCITS B USD Acc accepts 0.9466% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Catalyst Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Catalyst Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 1.12 times more volatile than Catalyst Global Rel Est UCITS B USD Acc. 8% 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 8 (%) 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

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