IE00B4NHK056 (Ireland) Risk Analysis And Volatility

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

Transformation
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IE00B4NHK056 Projected Return Density Against Market

Assuming 30 trading days horizon, IE00B4NHK056 has beta of 0.0 . This indicates the returns on DOW and IE00B4NHK056 do not appear to be very 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

IE00B4NHK056 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6563% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

IE00B4NHK056 Investment Opportunity

DOW has a standard deviation of returns of 0.66 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 Current Risk Indicators

IE00B4NHK056 Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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