HRBND 98 (Israel) Risk Analysis And Volatility

Our approach to determining volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for HRBND 98 which you can use to evaluate future volatility of the entity. Please check out HRBND-98 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRBND-98 Technical Analysis

Transformation
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HRBND 98 Projected Return Density Against Market

Assuming 30 trading days horizon, HRBND 98 has beta of 0.0 . This indicates the returns on DOW and HRBND 98 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

HRBND 98 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HRBND 98 Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than HRBND-98. 0% of all equities and portfolios are less risky than HRBND 98. Compared to the overall equity markets, volatility of historical daily returns of HRBND-98 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

HRBND 98 Volatility Indicators

HRBND-98 Current Risk Indicators

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