Africa Israel (Israel) Risk Analysis And Volatility Evaluation

AFID-L -- Israel Stock  

null 451.00  0.00  0.00%

Our philosophy towards foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Africa Israel Industries Ltd which you can use to evaluate future volatility of the firm. Please confirm Africa Israel Industries to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Africa Israel Industries Technical Analysis

Transformation
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Africa Israel Projected Return Density Against Market

Assuming 30 trading days horizon, Africa Israel has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Africa Israel are completely uncorrelated. Furthermore, Africa Israel Industries LtdIt does not look like Africa Israel 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

Africa Israel Return Volatility

Africa Israel Industries Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Africa Israel Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Africa Israel Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Africa Israel Industries Ltd. 0% of all equities and portfolios are less risky than Africa Israel. Compared to the overall equity markets, volatility of historical daily returns of Africa Israel Industries Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Africa Israel Volatility Indicators

Africa Israel Industries Ltd Current Risk Indicators

Check also Trending Equities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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