Nomura Cross (Ireland) Risk Analysis And Volatility Evaluation

IE00BZ1G5L79 -- Ireland Fund  

USD 99.10  0.28  0.28%

Our philosophy towards estimating 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 Nomura Cross which you can use to evaluate future volatility of the organization. Please verify Nomura Cross Asst Mom UCITS I USD Downside Deviation of 0.4801, Mean Deviation of 0.3824 and Risk Adjusted Performance of 8.0E-4 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Nomura Cross Market Sensitivity

As returns on market increase, returns on owning Nomura Cross are expected to decrease at a much smaller rate. During bear market, Nomura Cross is likely to outperform the market.
One Month Beta |Analyze Nomura Cross Asst Demand Trend
Check current 30 days Nomura Cross correlation with market (DOW)
β = -0.086
Nomura Cross Almost negative betaNomura Cross Asst Beta Legend

Nomura Cross Asst 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.

Nomura Cross Projected Return Density Against Market

Assuming 30 trading days horizon, Nomura Cross Asst Mom UCITS I USD has beta of -0.086 . This indicates as returns on benchmark increase, returns on holding Nomura Cross are expected to decrease at a much smaller rate. During bear market, however, Nomura Cross Asst Mom UCITS I USD is likely to outperform the market. Additionally, Nomura Cross Asst Mom UCITS I USD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.09
σ
Overall volatility
=0.00
Ir
Information ratio =0.27

Nomura Cross Return Volatility

Nomura Cross Asst Mom UCITS I USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Nomura Cross Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Nomura Cross Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Nomura Cross Asst Mom UCITS I USD. 0% of all equities and portfolios are less risky than Nomura Cross. Compared to the overall equity markets, volatility of historical daily returns of Nomura Cross Asst Mom UCITS I USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Nomura Cross Asst Mom UCITS I USD to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Nomura Cross to be traded at $104.06 in 30 days. As returns on market increase, returns on owning Nomura Cross are expected to decrease at a much smaller rate. During bear market, Nomura Cross is likely to outperform the market.

Nomura Cross correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Nomura Cross Asst Mom UCITS I and equity matching DJI index in the same portfolio.

Nomura Cross Volatility Indicators

Nomura Cross Asst Mom UCITS I USD Current Risk Indicators

Please also check 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..
Search macroaxis.com