SPDR Barclays (Ireland) Risk Analysis And Volatility Evaluation

Our approach towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for SPDR Barclays EM Infl Lnkd Lcl Bd ETF which you can use to evaluate future volatility of the fund. Please validate SPDR Barclays to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

SPDR Barclays EM Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, SPDR Barclays has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and SPDR Barclays are completely uncorrelated. Furthermore, SPDR Barclays EM Infl Lnkd Lcl Bd ETFIt does not look like SPDR Barclays 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

Actual Return Volatility

SPDR Barclays EM Infl Lnkd Lcl Bd ETF accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Correlation Analysis

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Investment Outlook

SPDR Barclays Investment Opportunity
SPDR Barclays EM Infl Lnkd Lcl Bd ETF has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than SPDR Barclays. Compared to the overall equity markets, volatility of historical daily returns of SPDR Barclays EM Infl Lnkd Lcl Bd ETF is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

SPDR Barclays Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.