Gramercy Corp (Ireland) Risk Analysis And Volatility

IE00BRCJF758 -- Ireland Fund  

USD 112.71  0.16  0.14%

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 1.58 and Risk Adjusted Performance of (0.19) to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Gramercy Corp Market Sensitivity

As returns on market increase, returns on owning Gramercy Corp are expected to decrease at a much smaller rate. During bear market, Gramercy Corp is likely to outperform the market.
2 Months Beta |Analyze Gramercy Corp Emerg Demand Trend
Check current 30 days Gramercy Corp correlation with market (DOW)
β = -0.0648

Gramercy Corp Central Daily Price Deviation

Gramercy Corp Emerg Technical Analysis

Transformation
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Gramercy Corp Projected Return Density Against Market

Assuming 30 trading days horizon, Gramercy Corp Emerg Mkt Dbt W I USD Acc has beta of -0.0648 . This indicates as returns on benchmark increase, returns on holding Gramercy Corp are expected to decrease at a much smaller rate. During bear market, however, Gramercy Corp Emerg Mkt Dbt W I USD Acc is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Gramercy Corp Emerg is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.66

Gramercy Corp Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Gramercy Corp Investment Opportunity

DOW has a standard deviation of returns of 0.65 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 your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Gramercy Corp to be traded at $111.58 in 30 days. . As returns on market increase, returns on owning Gramercy Corp are expected to decrease at a much smaller rate. During bear market, Gramercy Corp is likely to outperform the market.

Gramercy Corp correlation with market

correlation synergy
Good 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 Current Risk Indicators

Gramercy Corp Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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