ELBIT IMAGING (Israel) Risk Analysis And Volatility

Our philosophy in 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 ELBIT IMAGING which you can use to evaluate future volatility of the firm. Please confirm ELBIT IMAGING LTD to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

ELBIT IMAGING LTD Technical Analysis

Transformation
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ELBIT IMAGING Projected Return Density Against Market

Assuming 30 trading days horizon, ELBIT IMAGING has beta of 0.0 suggesting the returns on DOW and ELBIT IMAGING do not appear to be related. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of ELBIT IMAGING is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of ELBIT IMAGING LTD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.87
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

ELBIT IMAGING Return Volatility

the firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8374% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

ELBIT IMAGING Investment Opportunity

DOW has a standard deviation of returns of 0.84 and is 9.223372036854776E16 times more volatile than ELBIT IMAGING LTD. of all equities and portfolios are less risky than ELBIT IMAGING. Compared to the overall equity markets, volatility of historical daily returns of ELBIT IMAGING LTD is lower than 0 () of all global equities and portfolios over the last 30 days.

ELBIT IMAGING Current Risk Indicators

ELBIT IMAGING Suggested Diversification Pairs

See also Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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