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 Downside Deviation of 2.34, Mean Deviation of 0.8109 and Market Risk Adjusted Performance of (0.010772) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
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.
2 Months Beta |Analyze iShares Global Infras Demand Trend
Check current 30 days iShares Global correlation with market (DOW)
β = 0.0523

iShares Global Central Daily Price Deviation

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 0.0523 . 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. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. iShares Global Infras is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0048
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.05

iShares Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

iShares Global Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

iShares Global Investment Opportunity

DOW has a standard deviation of returns of 1.82 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. Use iShares Global Infras ETF USD Dist to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of iShares Global to be traded at $0.0 in 30 days. . 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.

iShares Global correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding iShares Global Infras ETF USD and equity matching DJI index in the same portfolio.

iShares Global Volatility Indicators

iShares Global Infras ETF USD Dist Current Risk Indicators

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