B G (Israel) Risk Analysis And Volatility Evaluation

BGI -- Israel Stock  

null 43.90  1.60  3.78%

We consider B G unknown risk. B G I secures Sharpe Ratio (or Efficiency) of 0.0105 which signifies that B G I had 0.0105% of return per unit of risk over the last 2 months. Our way of 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 B G I Investments Ltd which you can use to evaluate future volatility of the entity. Please confirm B G I to double-check if risk estimate we provide are consistent with the epected return of 0.0276%.
Horizon     30 Days    Login   to change

B G I Technical Analysis

Transformation
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B G Projected Return Density Against Market

Assuming 30 trading days horizon, B G has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and B G are completely uncorrelated. Furthermore, B G I Investments LtdIt does not look like B G alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of B G is 9521.93. The daily returns are destributed with a variance of 6.9 and standard deviation of 2.63. The mean deviation of B G I Investments Ltd is currently at 1.5. For similar time horizon, the selected benchmark (DOW) has volatility of 1.29
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.63
Ir
Information ratio =0.00

B G Return Volatility

B G I Investments Ltd assumes 2.6261% volatility of returns over the 30 days investment horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

B G Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

B G Investment Opportunity

B G I Investments Ltd has a volatility of 2.63 and is 2.05 times more volatile than DOW. 23% of all equities and portfolios are less risky than B G. Compared to the overall equity markets, volatility of historical daily returns of B G I Investments Ltd is lower than 23 (%) of all global equities and portfolios over the last 30 days.

B G Volatility Indicators

B G I Investments Ltd Current Risk Indicators

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