Polar Capital (Ireland) Risk Analysis And Volatility Evaluation

IE00BWX5D402 -- Ireland Fund  

GBp 1,035  6.00  0.58%

We consider Polar Capital unknown risk. Polar Capital European maintains Sharpe Ratio (i.e. Efficiency) of 0.0017 which implies Polar Capital European had 0.0017% of return per unit of risk over the last 1 month. Our philosophy towards forecasting 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 Polar Capital European which you can use to evaluate future volatility of the fund. Please check Polar Capital European to confirm if risk estimate we provide are consistent with the epected return of 7.0E-4%.
Horizon     30 Days    Login   to change

Polar Capital European Technical Analysis

Transformation
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Polar Capital Projected Return Density Against Market

Assuming 30 trading days horizon, Polar Capital has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Polar Capital are completely uncorrelated. Furthermore, Polar Capital European Ex UK IIt does not look like Polar Capital alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Polar Capital is 58963.82. The daily returns are destributed with a variance of 0.15 and standard deviation of 0.39. The mean deviation of Polar Capital European Ex UK I is currently at 0.26. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.39
Ir
Information ratio =0.00

Polar Capital Return Volatility

Polar Capital European Ex UK I accepts 0.3865% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Polar Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Polar Capital Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 1.08 times more volatile than Polar Capital European Ex UK I. 3% of all equities and portfolios are less risky than Polar Capital. Compared to the overall equity markets, volatility of historical daily returns of Polar Capital European Ex UK I is lower than 3 (%) of all global equities and portfolios over the last 30 days.

Polar Capital Volatility Indicators

Polar Capital European Ex UK I Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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