Kames Abs (Ireland) Risk Analysis And Volatility Evaluation

IE00BVVQ0700 -- Ireland Fund  

GBp 1,037  1.00  0.1%

Our philosophy towards estimating 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 Kames Abs which you can use to evaluate future volatility of the organization. Please verify Kames Abs Ret Bd Glbl C GBP Acc Downside Deviation of 0.224, Mean Deviation of 0.0817 and Risk Adjusted Performance of (0.09) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kames Abs Market Sensitivity

As returns on market increase, returns on owning Kames Abs are expected to decrease at a much smaller rate. During bear market, Kames Abs is likely to outperform the market.
2 Months Beta |Analyze Kames Abs Ret Demand Trend
Check current 30 days Kames Abs correlation with market (DOW)
β = -0.0295

Kames Abs Central Daily Price Deviation

Kames Abs Ret 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.

Kames Abs Projected Return Density Against Market

Assuming 30 trading days horizon, Kames Abs Ret Bd Glbl C GBP Acc has beta of -0.0295 . This indicates as returns on benchmark increase, returns on holding Kames Abs are expected to decrease at a much smaller rate. During bear market, however, Kames Abs Ret Bd Glbl C GBP Acc is likely to outperform the market. Additionally, Kames Abs Ret Bd Glbl C GBP Acc 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 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.03
σ
Overall volatility
=0.00
Ir
Information ratio =1.24

Kames Abs Return Volatility

Kames Abs Ret Bd Glbl C GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kames Abs Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Kames Abs Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Kames Abs Ret Bd Glbl C GBP Acc. 0% of all equities and portfolios are less risky than Kames Abs. Compared to the overall equity markets, volatility of historical daily returns of Kames Abs Ret Bd Glbl C GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kames Abs Ret Bd Glbl C GBP Acc to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Kames Abs to be traded at p;1026.63 in 30 days. As returns on market increase, returns on owning Kames Abs are expected to decrease at a much smaller rate. During bear market, Kames Abs is likely to outperform the market.

Kames Abs correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kames Abs Ret Bd Glbl C GBP Ac and equity matching DJI index in the same portfolio.

Kames Abs Volatility Indicators

Kames Abs Ret Bd Glbl C GBP Acc Current Risk Indicators

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