Gramercy Corp (Ireland) Risk Analysis And Volatility Evaluation

IE00BRCJF758 -- Ireland Fund  

USD 116.19  0.06  0.05%

Our philosophy in 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 Gramercy Corp Emerg which you can use to evaluate future volatility of the entity. Please check out Gramercy Corp Market Risk Adjusted Performance of 4.90 and Risk Adjusted Performance of 0.30 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Gramercy Corp Market Sensitivity

As returns on market increase, Gramercy Corp returns are expected to increase less than the market. However during bear market, the loss on holding Gramercy Corp will be expected to be smaller as well.
One Month Beta |Analyze Gramercy Corp Emerg Demand Trend
Check current 30 days Gramercy Corp correlation with market (DOW)
β = 0.0111
Gramercy Corp Small BetaGramercy Corp Emerg Beta Legend

Gramercy Corp Emerg Technical Analysis

Transformation
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Gramercy Corp Projected Return Density Against Market

Assuming 30 trading days horizon, Gramercy Corp has beta of 0.0111 . This indicates as returns on market go up, Gramercy Corp average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Gramercy Corp Emerg Mkt Dbt W I USD Acc will be expected to be much smaller as well. Additionally, Gramercy Corp Emerg Mkt Dbt W I USD 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
=0.05
β
Beta against DOW=0.0111
σ
Overall volatility
=0.00
Ir
Information ratio =0.62

Gramercy Corp Return Volatility

Gramercy Corp Emerg Mkt Dbt W I USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Gramercy Corp Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Gramercy Corp Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Gramercy Corp Emerg Mkt Dbt W I USD Acc. 0% of all equities and portfolios are less risky than Gramercy Corp. Compared to the overall equity markets, volatility of historical daily returns of Gramercy Corp Emerg Mkt Dbt W I USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Gramercy Corp Emerg Mkt Dbt W I USD Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Gramercy Corp to be traded at $115.03 in 30 days. As returns on market increase, Gramercy Corp returns are expected to increase less than the market. However during bear market, the loss on holding Gramercy Corp will be expected to be smaller as well.

Gramercy Corp correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Gramercy Corp Emerg Mkt Dbt W and equity matching DJI index in the same portfolio.

Gramercy Corp Volatility Indicators

Gramercy Corp Emerg Mkt Dbt W I USD Acc Current Risk Indicators

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