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 IE00B7WJSH60 which you can use to evaluate future volatility of the entity. Please check out IE00B7WJSH60 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IE00B7WJSH60 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.
IE00B7WJSH60 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00B7WJSH60 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and IE00B7WJSH60 are completely uncorrelated. Furthermore, IE00B7WJSH60It does not look like IE00B7WJSH60 alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
IE00B7WJSH60 Return VolatilityIE00B7WJSH60 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
|All Next||Launch Correlation Analysis|
DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than IE00B7WJSH60. 0% of all equities and portfolios are less risky than IE00B7WJSH60. Compared to the overall equity markets, volatility of historical daily returns of IE00B7WJSH60 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please also check Risk vs Return Analysis. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.