GAN SHMUEL (Israel) Risk Analysis And Volatility

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Our approach towards determining 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 GAN SHMUEL FOODS which you can use to evaluate future volatility of the entity. Please check out GAN SHMUEL to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GAN SHMUEL FOODS Technical Analysis

Transformation
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GAN SHMUEL Projected Return Density Against Market

Assuming 30 trading days horizon, GAN SHMUEL has beta of 0.0 . This indicates the returns on DOW and GAN SHMUEL 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 GAN SHMUEL is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of GAN SHMUEL FOODS is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

GAN SHMUEL Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5257% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

GAN SHMUEL Investment Opportunity

DOW has a standard deviation of returns of 0.53 and is 9.223372036854776E16 times more volatile than GAN SHMUEL FOODS. of all equities and portfolios are less risky than GAN SHMUEL. Compared to the overall equity markets, volatility of historical daily returns of GAN SHMUEL FOODS is lower than 0 () of all global equities and portfolios over the last 30 days.

GAN SHMUEL Current Risk Indicators

GAN SHMUEL Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Market Hitters module to find equities that experience drastic asymmetry in trading patters, price, volume, or investment outlook..
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