IMEUA (Ireland) Risk Analysis And Volatility Evaluation

Our approach to determining volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for IMEUA which you can use to evaluate future volatility of the entity. Please check out IMEUA to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

IMEUA Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, IMEUA has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and IMEUA are completely uncorrelated. Furthermore, IMEUAIt does not look like IMEUA alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

IMEUA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5519% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

IMEUA Investment Opportunity
DOW has a standard deviation of returns of 0.55 and is 9.223372036854776E16 times more volatile than IMEUA. 0% of all equities and portfolios are less risky than IMEUA. Compared to the overall equity markets, volatility of historical daily returns of IMEUA is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

IMEUA Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.