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 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 Technical Analysis

Transformation
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ASRR Capital Projected Return Density Against Market

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

ASRR Capital Return Volatility

ASRR Capital Ltd 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 

Market Risk Breakdown

ASRR Capital Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

ASRR Capital Investment Opportunity

DOW has a standard deviation of returns of 1.29 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.

ASRR Capital Volatility Indicators

ASRR Capital Ltd Current Risk Indicators

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