5115258 (Israel) Risk Analysis And Volatility

5115258 -- Israel Fund  

ILS 1.25  0.07  5.09%

Our way in which we are foreseeing 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 5115258 which you can use to evaluate future volatility of the entity. Please confirm 5115258 Coefficient Of Variation of (1,174), Standard Deviation of 4.32 and Market Risk Adjusted Performance of (1.79) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

5115258 Market Sensitivity

As returns on market increase, 5115258 returns are expected to increase less than the market. However during bear market, the loss on holding 5115258 will be expected to be smaller as well.
2 Months Beta |Analyze 5115258 Demand Trend
Check current 30 days 5115258 correlation with market (DOW)
β = 0.2099

5115258 Central Daily Price Deviation

5115258 Technical Analysis

Transformation
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5115258 Projected Return Density Against Market

Assuming 30 trading days horizon, 5115258 has beta of 0.2099 . This suggests as returns on market go up, 5115258 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 5115258 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. 5115258 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.4
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

5115258 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

5115258 Investment Opportunity

DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than 5115258. 0% of all equities and portfolios are less risky than 5115258. Compared to the overall equity markets, volatility of historical daily returns of 5115258 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 5115258 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 5115258 to be traded at S1.1875 in 30 days. . As returns on market increase, 5115258 returns are expected to increase less than the market. However during bear market, the loss on holding 5115258 will be expected to be smaller as well.

5115258 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 5115258 and equity matching DJI index in the same portfolio.

5115258 Current Risk Indicators

5115258 Suggested Diversification Pairs

Check also Trending Equities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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