AMIDEX35 Israel Risk Analysis And Volatility

AMDEX -- USA Fund  

USD 13.20  0.08  0.60%

Macroaxis considers AMIDEX35 Israel to be not too volatile. AMIDEX35 Israel Mutual secures Sharpe Ratio (or Efficiency) of -0.0078 which signifies that the fund had -0.0078% of return per unit of return volatility over the last 3 months. Macroaxis approach into foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. AMIDEX35 Israel Mutual Fund exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AMIDEX35 Israel Mutual Risk Adjusted Performance of 0.0046, Mean Deviation of 0.5429 and Semi Deviation of 0.8062 to double-check risk estimate we provide.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Above average

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

AMIDEX35 Israel Market Sensitivity

As returns on market increase, returns on owning AMIDEX35 Israel are expected to decrease at a much smaller rate. During bear market, AMIDEX35 Israel is likely to outperform the market.
3 Months Beta |Analyze AMIDEX35 Israel Mutual Demand Trend
Check current 30 days AMIDEX35 Israel correlation with market (DOW)
β = -0.1482

AMIDEX35 Israel Central Daily Price Deviation

AMIDEX35 Israel Mutual Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of AMIDEX35 Israel Mutual high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only AMIDEX35 Israel closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

AMIDEX35 Israel Projected Return Density Against Market

Assuming 30 trading days horizon, AMIDEX35 Israel Mutual Fund has beta of -0.1482 . This suggests as returns on benchmark increase, returns on holding AMIDEX35 Israel are expected to decrease at a much smaller rate. During bear market, however, AMIDEX35 Israel Mutual Fund is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. AMIDEX35 Israel Mutual is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of AMIDEX35 Israel is -12749.54. The daily returns are destributed with a variance of 0.66 and standard deviation of 0.81. The mean deviation of AMIDEX35 Israel Mutual Fund is currently at 0.58. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
α
Alpha over DOW
=0.0019
β
Beta against DOW=0.15
σ
Overall volatility
=0.81
Ir
Information ratio =0.03

AMIDEX35 Israel Return Volatility

the fund shows 0.8099% volatility of returns over 30 trading days. the entity inherits 0.9048% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

AMIDEX35 Israel Investment Opportunity

DOW has a standard deviation of returns of 0.9 and is 1.11 times more volatile than AMIDEX35 Israel Mutual Fund. 7% of all equities and portfolios are less risky than AMIDEX35 Israel. Compared to the overall equity markets, volatility of historical daily returns of AMIDEX35 Israel Mutual Fund is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use AMIDEX35 Israel Mutual Fund to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of AMIDEX35 Israel to be traded at $12.94 in 30 days. . As returns on market increase, returns on owning AMIDEX35 Israel are expected to decrease at a much smaller rate. During bear market, AMIDEX35 Israel is likely to outperform the market.

AMIDEX35 Israel correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding AMIDEX35 Israel Mutual Fund and equity matching DJI index in the same portfolio.

AMIDEX35 Israel Current Risk Indicators

AMIDEX35 Israel Suggested Diversification Pairs

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