iShares MSCI (Ireland) Risk Analysis And Volatility Evaluation

IJPHL -- Ireland Fund  

GBp 4,186  167.00  3.84%

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 MSCI Japan which you can use to evaluate future volatility of the fund. Please check out iShares MSCI Japan Market Risk Adjusted Performance of (1.09) and Mean Deviation of 2.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

iShares MSCI Market Sensitivity

As returns on market increase, iShares MSCI returns are expected to increase less than the market. However during bear market, the loss on holding iShares MSCI will be expected to be smaller as well.
2 Months Beta |Analyze iShares MSCI Japan Demand Trend
Check current 30 days iShares MSCI correlation with market (DOW)
β = 0.1112

iShares MSCI Central Daily Price Deviation

iShares MSCI Japan Technical Analysis

Transformation
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iShares MSCI Projected Return Density Against Market

Assuming 30 trading days horizon, iShares MSCI has beta of 0.1112 . This indicates as returns on market go up, iShares MSCI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding iShares MSCI Japan GBP Hedged ETF Acc will be expected to be much smaller as well. Additionally, iShares MSCI Japan GBP Hedged ETF Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.0155

iShares MSCI Return Volatility

iShares MSCI Japan GBP Hedged ETF Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

iShares MSCI Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than iShares MSCI Japan GBP Hedged ETF Acc. 0% of all equities and portfolios are less risky than iShares MSCI. Compared to the overall equity markets, volatility of historical daily returns of iShares MSCI Japan GBP Hedged ETF Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use iShares MSCI Japan GBP Hedged ETF Acc to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of iShares MSCI to be traded at p;4018.56 in 30 days. As returns on market increase, iShares MSCI returns are expected to increase less than the market. However during bear market, the loss on holding iShares MSCI will be expected to be smaller as well.

iShares MSCI correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding iShares MSCI Japan GBP Hedged and equity matching DJI index in the same portfolio.

iShares MSCI Volatility Indicators

iShares MSCI Japan GBP Hedged ETF Acc Current Risk Indicators

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