iShares Italy (Ireland) Risk Analysis And Volatility

Our philosophy towards 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 iShares Italy Govt which you can use to evaluate future volatility of the fund. Please check out iShares Italy Govt to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

iShares Italy Govt Technical Analysis

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iShares Italy Projected Return Density Against Market

Assuming 30 trading days horizon, iShares Italy has beta of 0.0 . This indicates the returns on DOW and iShares Italy do not appear to be reactive. 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 iShares Italy is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of iShares Italy Govt Bond ETF EUR Dist is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

iShares Italy Return Volatility

the mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

iShares Italy Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than iShares Italy Govt Bond ETF EUR Dist. 0% of all equities and portfolios are less risky than iShares Italy. Compared to the overall equity markets, volatility of historical daily returns of iShares Italy Govt Bond ETF EUR Dist is lower than 0 (%) of all global equities and portfolios over the last 30 days.

iShares Italy Volatility Indicators

iShares Italy Govt Bond ETF EUR Dist Current Risk Indicators

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