5115258 (Israel) Risk Analysis And Volatility Evaluation

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 Standard Deviation of 3.64, Market Risk Adjusted Performance of 4.67 and Coefficient Of Variation of 6120.4 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 = 0.0106

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 0.0106 . 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. Moreover, 5115258 has an alpha of 0.0506 implying that it can potentially generate 0.0506% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.0106
σ
Overall volatility
=0.00
Ir
Information ratio =0.0454

5115258 Return Volatility

5115258 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

5115258 Investment Opportunity

DOW has a standard deviation of returns of 1.29 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.

5115258 Volatility Indicators

5115258 Current Risk Indicators

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