|Horizon||30 Days Login to change|
BlackRock ISF North Technical Analysis
BlackRock ISF Projected Return Density Against MarketAssuming 30 trading days horizon, BlackRock ISF has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and BlackRock ISF are completely uncorrelated. Furthermore, BlackRock ISF North America IdxIt does not look like BlackRock ISF alpha can have any bearing on the equity current valuation.
Predicted Return Density
BlackRock ISF Return VolatilityBlackRock ISF North America Idx accepts 0.0833% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.