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 IE00BKWQ0P07 which you can use to evaluate future volatility of the entity. Please check out IE00BKWQ0P07 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IE00BKWQ0P07 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.
IE00BKWQ0P07 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00BKWQ0P07 has beta of 0.0 . This indicates the returns on DOW and IE00BKWQ0P07 do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
IE00BKWQ0P07 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
All portfolio management and optimization tools to improve performance of your portfolios
|All Next||Launch Portfolio Center|
DOW has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than IE00BKWQ0P07. 0% of all equities and portfolios are less risky than IE00BKWQ0P07. Compared to the overall equity markets, volatility of historical daily returns of IE00BKWQ0P07 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 Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.