HRGIL 8 (Israel) Risk Analysis And Volatility

Our way of 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 HRGIL-8 which you can use to evaluate future volatility of the entity. Please check out HRGIL 8 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRGIL-8 Technical Analysis

Transformation
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HRGIL 8 Projected Return Density Against Market

Assuming 30 trading days horizon, HRGIL 8 has beta of 0.0 . This indicates the returns on DOW and HRGIL 8 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HRGIL 8 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of HRGIL-8 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

HRGIL 8 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

HRGIL 8 Investment Opportunity

DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than HRGIL-8. 0% of all equities and portfolios are less risky than HRGIL 8. Compared to the overall equity markets, volatility of historical daily returns of HRGIL-8 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

HRGIL 8 Volatility Indicators

HRGIL-8 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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