Coram Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BRJL4K01 -- Ireland Fund  

GBp 105.00  1.00  0.96%

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 Coram Global Defensive A GBP which you can use to evaluate future volatility of the entity. Please confirm Coram Global Defensive to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Coram Global Market Sensitivity

As returns on market increase, Coram Global returns are expected to increase less than the market. However during bear market, the loss on holding Coram Global will be expected to be smaller as well.
2 Months Beta |Analyze Coram Global Defensive Demand Trend
Check current 30 days Coram Global correlation with market (DOW)
β = 0.0194

Coram Global Defensive 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.

Coram Global Projected Return Density Against Market

Assuming 30 trading days horizon, Coram Global has beta of 0.0194 . This indicates as returns on market go up, Coram Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Coram Global Defensive A GBP will be expected to be much smaller as well. Furthermore, Coram Global Defensive A GBPIt does not look like Coram Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.0194
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Coram Global Return Volatility

Coram Global Defensive A GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Coram Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Coram Global Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than Coram Global Defensive A GBP. 0% of all equities and portfolios are less risky than Coram Global. Compared to the overall equity markets, volatility of historical daily returns of Coram Global Defensive A GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Coram Global Defensive A GBP to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Coram Global to be traded at p;115.5 in 30 days. As returns on market increase, Coram Global returns are expected to increase less than the market. However during bear market, the loss on holding Coram Global will be expected to be smaller as well.

Coram Global correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Coram Global Defensive A GBP and equity matching DJI index in the same portfolio.

Coram Global Volatility Indicators

Coram Global Defensive A GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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