IE00B4NHK056 (Ireland) Risk Analysis And Volatility Evaluation

IE00B4NHK056 -- Ireland Fund  

EUR 854.94  3.75  0.44%

Our way in which we are determining 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 IE00B4NHK056 which you can use to evaluate future volatility of the entity. Please check out IE00B4NHK056 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IE00B4NHK056 Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

IE00B4NHK056 Projected Return Density Against Market

Assuming 30 trading days horizon, IE00B4NHK056 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and IE00B4NHK056 are completely uncorrelated. Furthermore, IE00B4NHK056It does not look like IE00B4NHK056 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

IE00B4NHK056 Return Volatility

IE00B4NHK056 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

IE00B4NHK056 Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

IE00B4NHK056 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than IE00B4NHK056. 0% of all equities and portfolios are less risky than IE00B4NHK056. Compared to the overall equity markets, volatility of historical daily returns of IE00B4NHK056 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

IE00B4NHK056 Volatility Indicators

IE00B4NHK056 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.