Abax Global (Ireland) Risk Analysis And Volatility

IE00BYZ9ZT36 -- Ireland Fund  

USD 11.63  0.28  2.35%

Our philosophy in foreseeing 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 Abax Global Equity C which you can use to evaluate future volatility of the entity. Please confirm Abax Global Equity to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Abax Global Equity Technical Analysis

Transformation
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Abax Global Projected Return Density Against Market

Assuming 30 trading days horizon, Abax Global has beta of 0.0 . This indicates the returns on DOW and Abax Global do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Abax Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Abax Global Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than Abax Global Equity C. 0% of all equities and portfolios are less risky than Abax Global. Compared to the overall equity markets, volatility of historical daily returns of Abax Global Equity C is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Abax Global Current Risk Indicators

Abax Global Suggested Diversification Pairs

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