Sanlam FOUR (Ireland) Risk Analysis And Volatility Evaluation

IE00BYV2N697 -- Ireland Fund  

GBp 927.00  2.00  0.22%

Our philosophy towards measuring 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 technical indicators for Sanlam FOUR UK Income Opps Fndr Dis GBP which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR Downside Deviation of 5.24, Standard Deviation of 2300.16 and Risk Adjusted Performance of 0.1256 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Sanlam FOUR Market Sensitivity

As returns on market increase, returns on owning Sanlam FOUR are expected to decrease by larger amounts. On the other hand, during market turmoil, Sanlam FOUR is expected to significantly outperform it.
One Month Beta |Analyze Sanlam FOUR UK Demand Trend
Check current 30 days Sanlam FOUR correlation with market (DOW)
β = -210.1678
Sanlam FOUR Large Negative BetaSanlam FOUR UK Beta Legend

Sanlam FOUR UK Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR UK Income Opps Fndr Dis GBP has beta of -210.1678 . This indicates as returns on its benchmark rise, returns on holding Sanlam FOUR UK Income Opps Fndr Dis GBP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Sanlam FOUR is expected to outperform its benchmark. In addition to that, Sanlam FOUR UK Income Opps Fndr Dis GBP has an alpha of 513.5892 implying that it can potentially generate 513.5892% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=513.59
β
Beta against DOW=210.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Actual Return Volatility

Sanlam FOUR UK Income Opps Fndr Dis GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.6629% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Sanlam FOUR Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Sanlam FOUR UK Income Opps Fndr Dis GBP. 0% of all equities and portfolios are less risky than Sanlam FOUR. Compared to the overall equity markets, volatility of historical daily returns of Sanlam FOUR UK Income Opps Fndr Dis GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sanlam FOUR UK Income Opps Fndr Dis GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Sanlam FOUR to be traded at p;973.35 in 30 days. As returns on market increase, returns on owning Sanlam FOUR are expected to decrease by larger amounts. On the other hand, during market turmoil, Sanlam FOUR is expected to significantly outperform it.

Sanlam FOUR correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Sanlam FOUR UK Income Opps Fnd and equity matching DJI index in the same portfolio.
Please also check Risk vs Return Analysis. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.