HRGLL 10 (Israel) Risk Analysis And Volatility Evaluation

HRGLL-10 -- Israel ETF  

ILS 230.90  0.20  0.09%

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 HRGLL-10 which you can use to evaluate future volatility of the entity. Please check out HRGLL 10 Market Risk Adjusted Performance of 0.28 and Risk Adjusted Performance of 0.031493 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRGLL 10 Market Sensitivity

As returns on market increase, HRGLL 10 returns are expected to increase less than the market. However during bear market, the loss on holding HRGLL 10 will be expected to be smaller as well.
One Month Beta |Analyze HRGLL-10 Demand Trend
Check current 30 days HRGLL 10 correlation with market (DOW)
β = 0.0072

HRGLL 10 Central Daily Price Deviation

HRGLL-10 Technical Analysis

Transformation
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HRGLL 10 Projected Return Density Against Market

Assuming 30 trading days horizon, HRGLL 10 has beta of 0.0072 . This indicates as returns on market go up, HRGLL 10 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HRGLL-10 will be expected to be much smaller as well. Additionally, HRGLL-10 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0021
β
Beta against DOW=0.0072
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

HRGLL 10 Return Volatility

HRGLL-10 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HRGLL 10 Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than HRGLL-10. 0% of all equities and portfolios are less risky than HRGLL 10. Compared to the overall equity markets, volatility of historical daily returns of HRGLL-10 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HRGLL-10 to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of HRGLL 10 to be traded at S242.45 in 30 days. As returns on market increase, HRGLL 10 returns are expected to increase less than the market. However during bear market, the loss on holding HRGLL 10 will be expected to be smaller as well.

HRGLL 10 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding HRGLL-10 and equity matching DJI index in the same portfolio.

HRGLL 10 Volatility Indicators

HRGLL-10 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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