EDN L (Israel) Risk Analysis And Volatility Evaluation

Our approach towards predicting 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 EDN-L which you can use to evaluate future volatility of the firm. Please confirm EDN-L to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

EDN-L Technical Analysis

Transformation
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EDN L Projected Return Density Against Market

Assuming 30 trading days horizon, EDN L has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and EDN L are completely uncorrelated. Furthermore, EDN-LIt does not look like EDN L alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

EDN L Return Volatility

EDN-L accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

EDN L Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than EDN-L. 0% of all equities and portfolios are less risky than EDN L. Compared to the overall equity markets, volatility of historical daily returns of EDN-L is lower than 0 (%) of all global equities and portfolios over the last 30 days.

EDN L Volatility Indicators

EDN-L Current Risk Indicators

Additionally see Investing Opportunities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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