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 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 Coefficient Of Variation of 1047.77 and Risk Adjusted Performance of 0.044 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, Sanlam FOUR returns are expected to increase less than the market. However during bear market, the loss on holding Sanlam FOUR will be expected to be smaller as well.
One Month Beta |Analyze Sanlam FOUR UK Demand Trend
Check current 30 days Sanlam FOUR correlation with market (DOW)
β = 0.0198
Sanlam FOUR Small BetaSanlam FOUR UK Beta Legend

Sanlam FOUR UK Technical Analysis

Transformation
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Sanlam FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR has beta of 0.0198 . This indicates as returns on market go up, Sanlam FOUR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Sanlam FOUR UK Income Opps Fndr Dis GBP will be expected to be much smaller as well. Moreover, Sanlam FOUR UK Income Opps Fndr Dis GBP has an alpha of 0.0013 implying that it can potentially generate 0.0013% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0013
β
Beta against DOW=0.0198
σ
Overall volatility
=0.00
Ir
Information ratio =1.04

Sanlam FOUR Return Volatility

Sanlam FOUR UK Income Opps Fndr Dis GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% 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 1.21 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, Sanlam FOUR returns are expected to increase less than the market. However during bear market, the loss on holding Sanlam FOUR will be expected to be smaller as well.

Sanlam FOUR correlation with market

correlation synergy
Average 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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