ELGO M (Israel) Risk Analysis And Volatility

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

ELGO-M Technical Analysis

Transformation
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ELGO M Projected Return Density Against Market

Assuming 30 trading days horizon, ELGO M has beta of 0.0 suggesting the returns on DOW and ELGO M do not appear to be sensitive. Furthermore, It does not look like the company 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

ELGO M Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

ELGO M Investment Opportunity

DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than ELGO-M. 0% of all equities and portfolios are less risky than ELGO M. Compared to the overall equity markets, volatility of historical daily returns of ELGO-M is lower than 0 (%) of all global equities and portfolios over the last 30 days.

ELGO M Volatility Indicators

ELGO-M Current Risk Indicators

Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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