BlackRock ICS (Ireland) Risk Analysis And Volatility Evaluation

F00000N8M1 -- Ireland Fund  

GBp 10,691  1.00  0.0094%

We consider BlackRock ICS unknown risk. BlackRock ICS Sterling secures Sharpe Ratio (or Efficiency) of 0.7071 which signifies that BlackRock ICS Sterling had 0.7071% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing 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 BlackRock ICS Sterling Liq Age which you can use to evaluate future volatility of the entity. Please confirm BlackRock ICS Sterling Mean Deviation of 0.002 and Risk Adjusted Performance of 0.01 to double-check if risk estimate we provide are consistent with the epected return of 0.0187%.
 Time Horizon     30 Days    Login   to change

BlackRock ICS Sterling Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, BlackRock ICS has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and BlackRock ICS are completely uncorrelated. Furthermore, BlackRock ICS Sterling Liq AgeIt does not look like BlackRock ICS alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of BlackRock ICS is 141.42. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.03. The mean deviation of BlackRock ICS Sterling Liq Age is currently at 0.02. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.0264
Ir
Information ratio =0.00

Actual Return Volatility

BlackRock ICS Sterling Liq Age accepts 0.0264% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BlackRock ICS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

BlackRock ICS Investment Opportunity
BlackRock ICS Sterling Liq Age has a volatility of 0.03 and is 9.223372036854776E16 times more volatile than DOW. 0% of all equities and portfolios are less risky than BlackRock ICS. Compared to the overall equity markets, volatility of historical daily returns of BlackRock ICS Sterling Liq Age is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

BlackRock ICS Current Risk Indicators
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