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 Multi Strat GBP A which you can use to evaluate future volatility of the fund. Please validate Sanlam FOUR to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sanlam FOUR Multi Technical Analysis

Transformation
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Sanlam FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, Sanlam FOUR has beta of 0.0 . This indicates the returns on DOW and Sanlam FOUR do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Sanlam FOUR is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Sanlam FOUR Multi Strat GBP A is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Sanlam FOUR Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6937% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Sanlam FOUR Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Sanlam FOUR Multi Strat GBP A. 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 Multi Strat GBP A is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sanlam FOUR Current Risk Indicators

Sanlam FOUR Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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