Colchester Lcl (Ireland) Risk Analysis And Volatility Evaluation

IE00BQZJ2B89 -- Ireland Fund  

USD 11.65  0.09  0.78%

We consider Colchester Lcl unknown risk. Colchester Lcl Mkts secures Sharpe Ratio (or Efficiency) of 0.0389 which signifies that Colchester Lcl Mkts had 0.0389% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Colchester Lcl Mkts Rl Ret Bd B USDH Acc which you can use to evaluate future volatility of the entity. Please confirm Colchester Lcl Mkts Risk Adjusted Performance of 0.20 and Mean Deviation of 0.2201 to double-check if risk estimate we provide are consistent with the epected return of 0.0052%.
 Time Horizon     30 Days    Login   to change

Colchester Lcl Market Sensitivity

As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market.
One Month Beta |Analyze Colchester Lcl Mkts Demand Trend
Check current 30 days Colchester Lcl correlation with market (DOW)
β = -0.1063
Colchester Lcl Almost negative betaColchester Lcl Mkts Beta Legend

Colchester Lcl Mkts Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, Colchester Lcl Mkts Rl Ret Bd B USDH Acc has beta of -0.1063 . This indicates as returns on benchmark increase, returns on holding Colchester Lcl are expected to decrease at a much smaller rate. During bear market, however, Colchester Lcl Mkts Rl Ret Bd B USDH Acc is likely to outperform the market. Additionally, Colchester Lcl Mkts Rl Ret Bd B USDH 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 
Assuming 30 trading days horizon, the coefficient of variation of Colchester Lcl is 2569.78. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.13. The mean deviation of Colchester Lcl Mkts Rl Ret Bd B USDH Acc is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.09
β
Beta against DOW=0.11
σ
Overall volatility
=0.13
Ir
Information ratio =0.81

Actual Return Volatility

Colchester Lcl Mkts Rl Ret Bd B USDH Acc accepts 0.1349% volatility on return distribution over the 30 days horizon. DOW inherits 0.5977% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Colchester Lcl Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Colchester Lcl Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 4.62 times more volatile than Colchester Lcl Mkts Rl Ret Bd B USDH Acc. 1% of all equities and portfolios are less risky than Colchester Lcl. Compared to the overall equity markets, volatility of historical daily returns of Colchester Lcl Mkts Rl Ret Bd B USDH Acc is lower than 1 (%) of all global equities and portfolios over the last 30 days. Use Colchester Lcl Mkts Rl Ret Bd B USDH Acc to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Colchester Lcl to be traded at $12.82 in 30 days. As returns on market increase, returns on owning Colchester Lcl are expected to decrease at a much smaller rate. During bear market, Colchester Lcl is likely to outperform the market.

Colchester Lcl correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Colchester Lcl Mkts Rl Ret Bd and equity matching DJI index in the same portfolio.
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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