Polar Capital (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards forecasting 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 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 0.0%.
 Time Horizon     30 Days    Login   to change

Polar Capital European Technical Analysis

Transformation
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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 Inc S HAccIt does not look like Polar Capital 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

Actual Return Volatility

Polar Capital European Ex UK Inc S HAcc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4414% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Polar Capital Investment Opportunity
DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than Polar Capital European Ex UK Inc S HAcc. 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 Inc S HAcc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Polar Capital Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .