Fisher Invts (Ireland) Risk Analysis And Volatility Evaluation

IE00BVFCTH76 -- Ireland Fund  

EUR 134.41  0.83  0.62%

We consider Fisher Invts unknown risk. Fisher Invts Instl secures Sharpe Ratio (or Efficiency) of 0.1152 which denotes Fisher Invts Instl had 0.1152% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a fund is to use all available market data together with company 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 confirm Fisher Invts Instl Coefficient Of Variation of 408.11 and Mean Deviation of 0.5049 to check if risk estimate we provide are consistent with the epected return of 0.0244%.
 Time Horizon     30 Days    Login   to change

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.

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 868.14. The daily returns are destributed with a variance of 0.04 and standard deviation of 0.21. The mean deviation of Fisher Invts Instl Emerg Mkts Eq A2 is currently at 0.14. 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
=0.21
Ir
Information ratio =0.00

Actual Return Volatility

Fisher Invts Instl Emerg Mkts Eq A2 accepts 0.2114% 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

Unaffected

Investment Outlook

Fisher Invts Investment Opportunity
Fisher Invts Instl Emerg Mkts Eq A2 has a volatility of 0.21 and is 9.223372036854776E16 times more volatile than DOW. 1% 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 1 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Fisher Invts Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.