I C (Israel) Risk Analysis And Volatility Evaluation

CTPL5-L -- Israel Stock  

ILS 148,200  0.00  0.00%

Our philosophy in determining 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 I C which you can use to evaluate future volatility of the entity. Please check out I C P Israel Citrus Plantations Ltd to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

I C P 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.

I C Projected Return Density Against Market

Assuming 30 trading days horizon, I C has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and I C are completely uncorrelated. Furthermore, I C P Israel Citrus Plantations LtdIt does not look like I C alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

I C Return Volatility

I C P Israel Citrus Plantations Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3014% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

I C Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

I C Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than I C P Israel Citrus Plantations Ltd. 0% of all equities and portfolios are less risky than I C. Compared to the overall equity markets, volatility of historical daily returns of I C P Israel Citrus Plantations Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

I C Volatility Indicators

I C P Israel Citrus Plantations Ltd Current Risk Indicators

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