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 IE00BKRVJ311 which you can use to evaluate future volatility of the entity. Please check out IE00BKRVJ311 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IE00BKRVJ311 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.
IE00BKRVJ311 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00BKRVJ311 has beta of 0.0 . This indicates the returns on DOW and IE00BKRVJ311 do not appear to be sensible. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of IE00BKRVJ311 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of IE00BKRVJ311 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
IE00BKRVJ311 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
State of the art Portfolio Manager to monitor and improve performance of your invested capital
|All Next||Launch Portfolio Manager|
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than IE00BKRVJ311. 0% of all equities and portfolios are less risky than IE00BKRVJ311. Compared to the overall equity markets, volatility of historical daily returns of IE00BKRVJ311 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 Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.