B G (Israel) Risk Analysis And Volatility

BGI -- Israel Stock  

null 43.90  1.60  3.78%

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 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
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 the returns on DOW and B G do not appear to be sensitive. Furthermore, It does not look like the company 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

B G Return Volatility

the company assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

B G Investment Opportunity

DOW has a standard deviation of returns of 0.59 and is 9.223372036854776E16 times more volatile than B G I Investments Ltd. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.

B G Current Risk Indicators

B G Suggested Diversification Pairs

Check also Trending Equities. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.
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