ELGO M (Israel) Risk Analysis And Volatility Evaluation

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 unless we do not have required data, the returns on DOW and ELGO M are completely uncorrelated. Furthermore, ELGO-MIt does not look like ELGO M 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

ELGO-M accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% 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 1.06 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 Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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