SPDR MSCI (Ireland) Risk Analysis And Volatility Evaluation

STPP -- Ireland Fund  

EUR 128.93  0.00  0.00%

Our approach towards measuring 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 SPDR MSCI Europe Materials ETF which you can use to evaluate future volatility of the fund. Please validate SPDR MSCI to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SPDR MSCI Europe Technical Analysis

Transformation
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SPDR MSCI Projected Return Density Against Market

Assuming 30 trading days horizon, SPDR MSCI has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and SPDR MSCI are completely uncorrelated. Furthermore, SPDR MSCI Europe Materials ETFIt does not look like SPDR MSCI alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SPDR MSCI Return Volatility

SPDR MSCI Europe Materials ETF accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

SPDR MSCI Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than SPDR MSCI Europe Materials ETF. 0% of all equities and portfolios are less risky than SPDR MSCI. Compared to the overall equity markets, volatility of historical daily returns of SPDR MSCI Europe Materials ETF is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SPDR MSCI Volatility Indicators

SPDR MSCI Europe Materials ETF Current Risk Indicators

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