Guinness Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BVYPNX17 -- Ireland Fund  

USD 12.42  0.00  0.00%

Our philosophy towards determining 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 Guinness Global Equity which you can use to evaluate future volatility of the entity. Please check out Guinness Global to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Guinness Global Equity Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Guinness Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Guinness Global are completely uncorrelated. Furthermore, Guinness Global Equity Income Y USD AccIt does not look like Guinness 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=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Guinness Global Equity Income Y USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6284% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Guinness Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Guinness Global Investment Opportunity
DOW has a standard deviation of returns of 0.63 and is 9.223372036854776E16 times more volatile than Guinness Global Equity Income Y USD Acc. 0% of all equities and portfolios are less risky than Guinness Global. Compared to the overall equity markets, volatility of historical daily returns of Guinness Global Equity Income Y USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Guinness Global Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.