iShares MSCI (Ireland) Risk Analysis And Volatility Evaluation

IJPHL -- Ireland Fund  

GBp 4,186  167.00  3.84%

We consider iShares MSCI unknown risk. iShares MSCI Japan shows Sharpe Ratio of 0.0103 which attests that iShares MSCI Japan had 0.0103% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a fund is to use all available market data together with company 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 0.5751 and Mean Deviation of 1.81 to validate if risk estimate we provide are consistent with the epected return of 0.0255%.
 Time Horizon     30 Days    Login   to change

iShares MSCI Market Sensitivity

As returns on market increase, returns on owning iShares MSCI are expected to decrease at a much smaller rate. During bear market, iShares MSCI is likely to outperform the market.
One Month Beta |Analyze iShares MSCI Japan Demand Trend
Check current 30 days iShares MSCI correlation with market (DOW)
β = -0.3912
iShares MSCI Almost negative betaiShares MSCI Japan Beta Legend

iShares MSCI Japan Technical Analysis

Transformation
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.

Projected Return Density Against Market

Assuming 30 trading days horizon, iShares MSCI Japan GBP Hedged ETF Acc has beta of -0.3912 . This indicates as returns on benchmark increase, returns on holding iShares MSCI are expected to decrease at a much smaller rate. During bear market, however, iShares MSCI Japan GBP Hedged ETF Acc is likely to outperform the market. 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 
Assuming 30 trading days horizon, the coefficient of variation of iShares MSCI is 9699.87. The daily returns are destributed with a variance of 6.13 and standard deviation of 2.48. The mean deviation of iShares MSCI Japan GBP Hedged ETF Acc is currently at 1.32. For similar time horizon, the selected benchmark (DOW) has volatility of 0.55
α
Alpha over DOW
=0.18
β
Beta against DOW=0.39
σ
Overall volatility
=2.48
Ir
Information ratio =0.12

Actual Return Volatility

iShares MSCI Japan GBP Hedged ETF Acc accepts 2.4751% volatility on return distribution over the 30 days horizon. DOW inherits 0.5516% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

iShares MSCI Investment Opportunity
iShares MSCI Japan GBP Hedged ETF Acc has a volatility of 2.48 and is 4.51 times more volatile than DOW. 22% 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 22 (%) 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, returns on owning iShares MSCI are expected to decrease at a much smaller rate. During bear market, iShares MSCI is likely to outperform the market.

iShares MSCI correlation with market

Good 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.

Volatility Indicators

iShares MSCI Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.