ASRR Capital (Israel) Risk Analysis And Volatility Evaluation

ASRR -- Israel Stock  

ILS 889.00  46.70  5.54%

Our philosophy in 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 ASRR Capital Ltd which you can use to evaluate future volatility of the firm. Please confirm ASRR Capital Mean Deviation of 0.4811 and Risk Adjusted Performance of 0.2314 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

ASRR Capital Market Sensitivity

As returns on market increase, ASRR Capital returns are expected to increase less than the market. However during bear market, the loss on holding ASRR Capital will be expected to be smaller as well.
One Month Beta |Analyze ASRR Capital Demand Trend
Check current 30 days ASRR Capital correlation with market (DOW)
β = 0.0121
ASRR Capital Small BetaASRR Capital Beta Legend

ASRR Capital Technical Analysis

Transformation
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ASRR Capital Projected Return Density Against Market

Assuming 30 trading days horizon, ASRR Capital has beta of 0.0121 . This suggests as returns on market go up, ASRR Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ASRR Capital Ltd will be expected to be much smaller as well. Moreover, ASRR Capital Ltd has an alpha of 0.2428 implying that it can potentially generate 0.2428% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.0121
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

ASRR Capital Return Volatility

ASRR Capital Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ASRR Capital Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

ASRR Capital Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than ASRR Capital Ltd. 0% of all equities and portfolios are less risky than ASRR Capital. Compared to the overall equity markets, volatility of historical daily returns of ASRR Capital Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ASRR Capital Ltd to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of ASRR Capital to be traded at S1111.25 in 30 days. As returns on market increase, ASRR Capital returns are expected to increase less than the market. However during bear market, the loss on holding ASRR Capital will be expected to be smaller as well.

ASRR Capital correlation with market

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

ASRR Capital Volatility Indicators

ASRR Capital Ltd Current Risk Indicators

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