5115258 (Israel) Risk Analysis And Volatility Evaluation

5115258 -- Israel Fund  

ILS 1.25  0.07  5.30%

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 0.6282 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.
One Month Beta |Analyze 5115258 Demand Trend
Check current 30 days 5115258 correlation with market (DOW)
β = 0.0799
5115258 Small Beta5115258 Beta Legend

5115258 Technical Analysis

Transformation
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5115258 Projected Return Density Against Market

Assuming 30 trading days horizon, 5115258 has beta of 0.0799 . 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 0.0632 implying that it can potentially generate 0.0632% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

5115258 Return Volatility

5115258 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0379% 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 1.04 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 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

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 Volatility Indicators

5115258 Current Risk Indicators

Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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