HRGLL 10 (Israel) Risk Analysis And Volatility

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 Risk Adjusted Performance of (0.029754) and Market Risk Adjusted Performance of 0.5198 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, returns on owning HRGLL 10 are expected to decrease at a much smaller rate. During bear market, HRGLL 10 is likely to outperform the market.
2 Months Beta |Analyze HRGLL-10 Demand Trend
Check current 30 days HRGLL 10 correlation with market (DOW)
β = -0.0065

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 -0.0065 . This indicates as returns on benchmark increase, returns on holding HRGLL 10 are expected to decrease at a much smaller rate. During bear market, however, HRGLL-10 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. HRGLL-10 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0033
β
Beta against DOW=0.0065
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

HRGLL 10 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8035% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

HRGLL 10 Investment Opportunity

DOW has a standard deviation of returns of 0.8 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, returns on owning HRGLL 10 are expected to decrease at a much smaller rate. During bear market, HRGLL 10 is likely to outperform the market.

HRGLL 10 correlation with market

correlation synergy
Good 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 Current Risk Indicators

HRGLL 10 Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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