Kames High (Ireland) Risk Analysis And Volatility Evaluation

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 High which you can use to evaluate future volatility of the organization. Please verify Kames High Yield Global Bond L EUR Acc to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kames High Yield Technical Analysis

Transformation
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Kames High Projected Return Density Against Market

Assuming 30 trading days horizon, Kames High has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Kames High are completely uncorrelated. Furthermore, Kames High Yield Global Bond L EUR AccIt does not look like Kames High alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Kames High Return Volatility

Kames High Yield Global Bond L EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Kames High Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Kames High Yield Global Bond L EUR Acc. 0% of all equities and portfolios are less risky than Kames High. Compared to the overall equity markets, volatility of historical daily returns of Kames High Yield Global Bond L EUR Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Kames High Volatility Indicators

Kames High Yield Global Bond L EUR Acc Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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