Polar Capital (Ireland) Risk Analysis And Volatility

IE00BWX5D402 -- Ireland Fund  

GBp 963.00  24.00  2.43%

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 Risk Adjusted Performance of 0.0919 and Coefficient Of Variation of 1457.84 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Polar Capital Market Sensitivity

As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.
2 Months Beta |Analyze Polar Capital European Demand Trend
Check current 30 days Polar Capital correlation with market (DOW)
β = 0.0617

Polar Capital Central Daily Price Deviation

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 0.0617 . This indicates as returns on market go up, Polar Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Polar Capital European Ex UK I will be expected to be much smaller as well. Moreover, The company has an alpha of 0.007 implying that it can potentially generate 0.007% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.007
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.47

Polar Capital Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Polar Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Polar Capital Investment Opportunity

DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than Polar Capital European Ex UK I. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Polar Capital European Ex UK I to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Polar Capital to be traded at p;924.48 in 30 days. . As returns on market increase, Polar Capital returns are expected to increase less than the market. However during bear market, the loss on holding Polar Capital will be expected to be smaller as well.

Polar Capital correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Polar Capital European Ex UK I and equity matching DJI index in the same portfolio.

Polar Capital Volatility Indicators

Polar Capital European Ex UK I 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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