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 IE00B8F0BD04 which you can use to evaluate future volatility of the entity. Please check out IE00B8F0BD04 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IE00B8F0BD04 Technical Analysis
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IE00B8F0BD04 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00B8F0BD04 has beta of 0.0 . This indicates the returns on DOW and IE00B8F0BD04 do not appear to be highly-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|
IE00B8F0BD04 Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6896% 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 0.69 and is 9.223372036854776E16 times more volatile than IE00B8F0BD04. 0% of all equities and portfolios are less risky than IE00B8F0BD04. Compared to the overall equity markets, volatility of historical daily returns of IE00B8F0BD04 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.