PSU (Ireland) Risk Analysis And Volatility Evaluation

PSU -- Ireland Fund  

USD 10.28  0.00  0.00%

Our philosophy towards forecasting 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 PSU which you can use to evaluate future volatility of the fund. Please check PSU to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PSU Technical Analysis

Transformation
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PSU Projected Return Density Against Market

Assuming 30 trading days horizon, PSU has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and PSU are completely uncorrelated. Furthermore, PSUIt does not look like PSU 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

PSU Return Volatility

PSU assumes 0.0% volatility of returns over the 30 days investment horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PSU Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

PSU Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than PSU. 0% of all equities and portfolios are less risky than PSU. Compared to the overall equity markets, volatility of historical daily returns of PSU is lower than 0 (%) of all global equities and portfolios over the last 30 days.

PSU Volatility Indicators

PSU Current Risk Indicators

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