Fisher Invts (Ireland) Risk Analysis And Volatility Evaluation

IE00BVFCTH76 -- Ireland Fund  

EUR 119.30  4.73  3.81%

Macroaxis considers Fisher Invts unknown risk given 2 months investment horizon. Fisher Invts Instl secures Sharpe Ratio (or Efficiency) of 0.2153 which denotes Fisher Invts Instl had 0.2153% of return per unit of risk over the last 2 months. Our philosophy towards predicting 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 Fisher Invts Instl Emerg Mkts Eq A2 which you can use to evaluate future volatility of the entity. Please utilize Fisher Invts Instl Coefficient Of Variation of (1,440) and Mean Deviation of 0.8049 to check if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Fisher Invts Market Sensitivity

As returns on market increase, returns on owning Fisher Invts are expected to decrease at a much smaller rate. During bear market, Fisher Invts is likely to outperform the market.
2 Months Beta |Analyze Fisher Invts Instl Demand Trend
Check current 30 days Fisher Invts correlation with market (DOW)
β = -0.1606

Fisher Invts Central Daily Price Deviation

Fisher Invts Instl 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.

Fisher Invts Projected Return Density Against Market

Assuming 30 trading days horizon, Fisher Invts Instl Emerg Mkts Eq A2 has beta of -0.1606 . This indicates as returns on benchmark increase, returns on holding Fisher Invts are expected to decrease at a much smaller rate. During bear market, however, Fisher Invts Instl Emerg Mkts Eq A2 is likely to outperform the market. Additionally, Fisher Invts Instl Emerg Mkts Eq A2 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 Fisher Invts is 464.51. The daily returns are destributed with a variance of 3.08 and standard deviation of 1.75. The mean deviation of Fisher Invts Instl Emerg Mkts Eq A2 is currently at 1.23. For similar time horizon, the selected benchmark (DOW) has volatility of 1.3
α
Alpha over DOW
=0.15
β
Beta against DOW=0.16
σ
Overall volatility
=1.75
Ir
Information ratio =0.0462

Fisher Invts Return Volatility

Fisher Invts Instl Emerg Mkts Eq A2 accepts 1.7538% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Fisher Invts Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Fisher Invts Investment Opportunity

Fisher Invts Instl Emerg Mkts Eq A2 has a volatility of 1.75 and is 1.3 times more volatile than DOW. 15% 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 15 (%) of all global equities and portfolios over the last 30 days. Use Fisher Invts Instl Emerg Mkts Eq A2 to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Fisher Invts to be traded at €114.53 in 30 days. As returns on market increase, returns on owning Fisher Invts are expected to decrease at a much smaller rate. During bear market, Fisher Invts is likely to outperform the market.

Fisher Invts correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Fisher Invts Instl Emerg Mkts and equity matching DJI index in the same portfolio.

Fisher Invts Volatility Indicators

Fisher Invts Instl Emerg Mkts Eq A2 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Crypto Portfolio Optimizer module to optimize portfolio of digital coins and token across multiple currency and exchanges.
Search macroaxis.com