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 IE00B54Z8230 which you can use to evaluate future volatility of the entity. Please check out IE00B54Z8230 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Ignores market trends
|Horizon||30 Days Login to change|
IE00B54Z8230 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.
IE00B54Z8230 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00B54Z8230 has beta of 0.0 . This indicates the returns on DOW and IE00B54Z8230 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
IE00B54Z8230 Return Volatilitythe 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.
IE00B54Z8230 Investment Opportunity
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than IE00B54Z8230. 0% of all equities and portfolios are less risky than IE00B54Z8230. Compared to the overall equity markets, volatility of historical daily returns of IE00B54Z8230 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
IE00B54Z8230 Current Risk Indicators
IE00B54Z8230 Suggested Diversification Pairs
|Visa vs. IE00B54Z8230|
|Alphabet vs. IE00B54Z8230|
|Facebook vs. IE00B54Z8230|
|Citigroup vs. IE00B54Z8230|
|Camber Energy vs. IE00B54Z8230|
|VMware vs. IE00B54Z8230|
|Twitter vs. IE00B54Z8230|