IE00BH7Y8L03 (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 IE00BH7Y8L03 which you can use to evaluate future volatility of the entity. Please check out IE00BH7Y8L03 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IE00BH7Y8L03 Technical Analysis

Transformation
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IE00BH7Y8L03 Projected Return Density Against Market

Assuming 30 trading days horizon, IE00BH7Y8L03 has beta of 0.0 . This indicates the returns on DOW and IE00BH7Y8L03 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of IE00BH7Y8L03 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of IE00BH7Y8L03 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

IE00BH7Y8L03 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

IE00BH7Y8L03 Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than IE00BH7Y8L03. 0% of all equities and portfolios are less risky than IE00BH7Y8L03. Compared to the overall equity markets, volatility of historical daily returns of IE00BH7Y8L03 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

IE00BH7Y8L03 Volatility Indicators

IE00BH7Y8L03 Current Risk Indicators

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