|Horizon||30 Days Login to change|
iShares Global Market Sensitivity
|As returns on market increase, iShares Global returns are expected to increase less than the market. However during bear market, the loss on holding iShares Global will be expected to be smaller as well.One Month Beta |Analyze iShares Global Infras Demand TrendCheck current 30 days iShares Global correlation with market (DOW)|
β = 0.1774
iShares Global Infras Technical Analysis
iShares Global Projected Return Density Against MarketAssuming 30 trading days horizon, iShares Global has beta of 0.1774 . This indicates as returns on market go up, iShares Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding iShares Global Infras ETF USD Dist will be expected to be much smaller as well. Moreover, iShares Global Infras ETF USD Dist has an alpha of 0.0623 implying that it can potentially generate 0.0623% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
iShares Global Return VolatilityiShares Global Infras ETF USD Dist accepts 1.0949% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.