BlackRock ISF (Ireland) Risk Analysis And Volatility Evaluation

IE00B040CX25 -- Ireland Fund  

USD 22.69  0.25  1.11%

We consider BlackRock ISF unknown risk. BlackRock ISF North secures Sharpe Ratio (or Efficiency) of 0.5774 which signifies that BlackRock ISF North had 0.5774% 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 fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BlackRock ISF North America Idx which you can use to evaluate future volatility of the entity. Please confirm BlackRock ISF North to double-check if risk estimate we provide are consistent with the epected return of 0.0884%.
Horizon     30 Days    Login   to change

BlackRock ISF North Technical Analysis

Transformation
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BlackRock ISF Projected Return Density Against Market

Assuming 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of BlackRock ISF is 173.21. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.15. The mean deviation of BlackRock ISF North America Idx is currently at 0.12. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.15
Ir
Information ratio =0.00

BlackRock ISF Return Volatility

BlackRock ISF North America Idx accepts 0.1531% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BlackRock ISF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

BlackRock ISF Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 8.0 times more volatile than BlackRock ISF North America Idx. 1% of all equities and portfolios are less risky than BlackRock ISF. Compared to the overall equity markets, volatility of historical daily returns of BlackRock ISF North America Idx is lower than 1 (%) of all global equities and portfolios over the last 30 days.

BlackRock ISF Volatility Indicators

BlackRock ISF North America Idx Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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