Sanlam FOUR (Ireland) Risk Analysis And Volatility

Our philosophy towards measuring 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 Sanlam FOUR UK Income Opps Fndr Dis GBP which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR Risk Adjusted Performance of 0.0479 and Coefficient Of Variation of 1223.23 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sanlam FOUR Market Sensitivity

As returns on market increase, returns on owning Sanlam FOUR are expected to decrease at a much smaller rate. During bear market, Sanlam FOUR is likely to outperform the market.
2 Months Beta |Analyze Sanlam FOUR UK Demand Trend
Check current 30 days Sanlam FOUR correlation with market (DOW)
β = -0.0036

Sanlam FOUR Central Daily Price Deviation

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.

Sanlam FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR UK Income Opps Fndr Dis GBP has beta of -0.0036 . This indicates as returns on benchmark increase, returns on holding Sanlam FOUR are expected to decrease at a much smaller rate. During bear market, however, Sanlam FOUR UK Income Opps Fndr Dis GBP is likely to outperform the market. Moreover, The company has an alpha of 0.0045 implying that it can potentially generate 0.0045% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0045
β
Beta against DOW=0.0036
σ
Overall volatility
=0.00
Ir
Information ratio =1.41

Sanlam FOUR Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Portfolio Manager Now

   

Portfolio Manager

State of the art Portfolio Manager to monitor and improve performance of your invested capital
All  Next Launch Portfolio Manager

Investment Outlook

Sanlam FOUR Investment Opportunity

DOW has a standard deviation of returns of 1.55 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 protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Sanlam FOUR to be traded at p;0.0 in 30 days. . As returns on market increase, returns on owning Sanlam FOUR are expected to decrease at a much smaller rate. During bear market, Sanlam FOUR is likely to outperform the market.

Sanlam FOUR correlation with market

correlation synergy
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.

Sanlam FOUR Volatility Indicators

Sanlam FOUR UK Income Opps Fndr Dis GBP Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.
Search macroaxis.com