Golf Co (Israel) Risk Analysis And Volatility

GOLF -- Israel Stock  

ILS 234.90  19.60  7.70%

Macroaxis considers Golf Co to be unknown risk. Golf Co Ltd holds Efficiency (Sharpe) Ratio of -0.5002 which attests that the entity had -0.5002% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Golf Co Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Golf Co Risk Adjusted Performance of 0.01 to validate risk estimate we provide.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Golf Co Ltd Technical Analysis

Transformation
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Golf Co Projected Return Density Against Market

Assuming 30 trading days horizon, Golf Co has beta of 0.0 . This indicates the returns on DOW and Golf Co do not appear to be sensitive. 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 Golf Co is -199.9. The daily returns are destributed with a variance of 6.43 and standard deviation of 2.54. The mean deviation of Golf Co Ltd is currently at 1.94. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.54
Ir
Information ratio =0.00

Golf Co Return Volatility

the company accepts 2.5355% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Golf Co Investment Opportunity

Golf Co Ltd has a volatility of 2.54 and is 9.223372036854776E16 times more volatile than DOW. 22% of all equities and portfolios are less risky than Golf Co. Compared to the overall equity markets, volatility of historical daily returns of Golf Co Ltd is lower than 22 (%) of all global equities and portfolios over the last 30 days.

Golf Co Current Risk Indicators

Golf Co Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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