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 IE00BTFRDZ46 which you can use to evaluate future volatility of the entity. Please check out IE00BTFRDZ46 IR Standard Deviation of 0.309 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
IE00BTFRDZ46 IR 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.
IE00BTFRDZ46 Projected Return Density Against MarketAssuming 30 trading days horizon, IE00BTFRDZ46 has beta of 0.0 . This indicates the returns on DOW and IE00BTFRDZ46 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|
IE00BTFRDZ46 Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
IE00BTFRDZ46 Investment Opportunity
DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than IE00BTFRDZ46 IR. 0% of all equities and portfolios are less risky than IE00BTFRDZ46. Compared to the overall equity markets, volatility of historical daily returns of IE00BTFRDZ46 IR is lower than 0 (%) of all global equities and portfolios over the last 30 days.
IE00BTFRDZ46 Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||(454.90)|
|Value At Risk||(0.49)|
IE00BTFRDZ46 Suggested Diversification Pairs
|Sprint vs. IE00BTFRDZ46|
|Salesforce vs. IE00BTFRDZ46|
|Alibaba Group vs. IE00BTFRDZ46|
|Facebook vs. IE00BTFRDZ46|
|Alphabet vs. IE00BTFRDZ46|
|3M vs. IE00BTFRDZ46|
|Microsoft vs. IE00BTFRDZ46|
|VMware vs. IE00BTFRDZ46|