Dimensional World (Ireland) Risk Analysis And Volatility

IE00B458ZH80 -- Ireland Fund  

USD 9.95  0.38  3.68%

Our philosophy towards predicting 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 Dimensional World Equity USD which you can use to evaluate future volatility of the entity. Please confirm Dimensional World Mean Deviation of 1.77 and Coefficient Of Variation of (313.11) to check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Dimensional World Technical Analysis

Transformation
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Dimensional World Projected Return Density Against Market

Assuming 30 trading days horizon, Dimensional World has beta of 0.0 . This indicates the returns on DOW and Dimensional World do not appear to be sensitive. Furthermore, It does not look like the company 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

Dimensional World Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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