HRMR 91 (Israel) Risk Analysis And Volatility Evaluation

Our philosophy in 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 HRMR-91 which you can use to evaluate future volatility of the entity. Please check out HRMR 91 Market Risk Adjusted Performance of 0.8397 and Risk Adjusted Performance of 0.0455 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRMR 91 Market Sensitivity

As returns on market increase, HRMR 91 returns are expected to increase less than the market. However during bear market, the loss on holding HRMR 91 will be expected to be smaller as well.
2 Months Beta |Analyze HRMR-91 Demand Trend
Check current 30 days HRMR 91 correlation with market (DOW)
β = 0.0069

HRMR 91 Central Daily Price Deviation

HRMR-91 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

HRMR 91 Projected Return Density Against Market

Assuming 30 trading days horizon, HRMR 91 has beta of 0.0069 . This indicates as returns on market go up, HRMR 91 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HRMR-91 will be expected to be much smaller as well. Moreover, HRMR-91 has an alpha of 0.0069 implying that it can potentially generate 0.0069% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0069
β
Beta against DOW=0.0069
σ
Overall volatility
=0.00
Ir
Information ratio =0.77

HRMR 91 Return Volatility

HRMR-91 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HRMR 91 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than HRMR-91. 0% of all equities and portfolios are less risky than HRMR 91. Compared to the overall equity markets, volatility of historical daily returns of HRMR-91 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HRMR-91 to protect against small markets fluctuations. The etf experiences very speculative upward sentiment.. Check odds of HRMR 91 to be traded at S0.0 in 30 days. As returns on market increase, HRMR 91 returns are expected to increase less than the market. However during bear market, the loss on holding HRMR 91 will be expected to be smaller as well.

HRMR 91 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding HRMR-91 and equity matching DJI index in the same portfolio.

HRMR 91 Volatility Indicators

HRMR-91 Current Risk Indicators

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