iShares Global (Ireland) Risk Analysis And Volatility Evaluation

INFR -- Ireland Fund  

USD 24.12  0.54  2.19%

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 Market Risk Adjusted Performance of 0.0683 and Mean Deviation of 0.2033 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, returns on owning iShares Global are expected to decrease at a much smaller rate. During bear market, iShares Global is likely to outperform the market.
One Month Beta |Analyze iShares Global Infras Demand Trend
Check current 30 days iShares Global correlation with market (DOW)
β = -0.1333

iShares Global Central Daily Price Deviation

iShares Global Infras 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.

iShares Global Projected Return Density Against Market

Assuming 30 trading days horizon, iShares Global Infras ETF USD Dist has beta of -0.1333 . This indicates as returns on benchmark increase, returns on holding iShares Global are expected to decrease at a much smaller rate. During bear market, however, iShares Global Infras ETF USD Dist is likely to outperform the market. Additionally, iShares Global Infras ETF USD Dist 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
=0.02
β
Beta against DOW=0.13
σ
Overall volatility
=0.00
Ir
Information ratio =0.10

iShares Global Return Volatility

iShares Global Infras ETF USD Dist accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

iShares Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

iShares Global Investment Opportunity

DOW has a standard deviation of returns of 1.32 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 against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of iShares Global to be traded at $23.16 in 30 days. As returns on market increase, returns on owning iShares Global are expected to decrease at a much smaller rate. During bear market, iShares Global is likely to outperform the market.

iShares Global correlation with market

correlation synergy
Very good 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

Please also check Risk vs Return Analysis. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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