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

iShares Global Infras Technical Analysis

Transformation
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iShares Global Projected Return Density Against Market

Assuming 30 trading days horizon, iShares Global has beta of 0.0 . This indicates the returns on DOW and iShares Global do not appear to be sensible. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of iShares Global 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 Global Infras ETF USD Dist is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.66
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

iShares Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6563% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

iShares Global Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than iShares Global Infras ETF USD Dist. 0% of all equities and portfolios are less risky than iShares Global. Compared to the overall equity markets, volatility of historical daily returns of iShares Global Infras ETF USD Dist is lower than 0 (%) of all global equities and portfolios over the last 30 days.

iShares Global Current Risk Indicators

iShares Global Suggested Diversification Pairs

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