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

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

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 
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
Alpha over DOW
Beta against DOW=0.00
Overall volatility
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 (%) 

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


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

Check also Trending Equities. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.
Search macroaxis.com