Fisher Invts (Ireland) Risk Analysis And Volatility Evaluation

IE00BVFCTH76 -- Ireland Fund  

EUR 124.90  5.70  4.36%

Macroaxis considers Fisher Invts to be unknown risk. Fisher Invts Instl secures Sharpe Ratio (or Efficiency) of -0.2137 which denotes Fisher Invts Instl had -0.2137% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. Fisher Invts Instl Emerg Mkts Eq A2 exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Fisher Invts Instl Coefficient Of Variation of 4044.97 and Mean Deviation of 0.1584 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Fisher Invts Instl Technical Analysis

Transformation
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Fisher Invts Projected Return Density Against Market

Assuming 30 trading days horizon, Fisher Invts has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Fisher Invts are completely uncorrelated. Furthermore, Fisher Invts Instl Emerg Mkts Eq A2It does not look like Fisher Invts alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Fisher Invts is -467.86. The daily returns are destributed with a variance of 3.68 and standard deviation of 1.92. The mean deviation of Fisher Invts Instl Emerg Mkts Eq A2 is currently at 1.34. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.92
Ir
Information ratio =0.00

Fisher Invts Return Volatility

Fisher Invts Instl Emerg Mkts Eq A2 accepts 1.9176% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Fisher Invts Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Fisher Invts Investment Opportunity

Fisher Invts Instl Emerg Mkts Eq A2 has a volatility of 1.92 and is 1.88 times more volatile than DOW. 17% of all equities and portfolios are less risky than Fisher Invts. Compared to the overall equity markets, volatility of historical daily returns of Fisher Invts Instl Emerg Mkts Eq A2 is lower than 17 (%) of all global equities and portfolios over the last 30 days.

Fisher Invts Volatility Indicators

Fisher Invts Instl Emerg Mkts Eq A2 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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