HRSHR 43 (Israel) Risk Analysis And Volatility Evaluation

HRSHR-43 -- Israel ETF  

ILS 9,891  0.00  0.00%

Our approach towards 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 HRSHR-43 which you can use to evaluate future volatility of the entity. Please check out HRSHR 43 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRSHR-43 Technical Analysis

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.

HRSHR 43 Projected Return Density Against Market

Assuming 30 trading days horizon, HRSHR 43 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and HRSHR 43 are completely uncorrelated. Furthermore, HRSHR-43It does not look like HRSHR 43 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

HRSHR 43 Return Volatility

HRSHR-43 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

HRSHR 43 Investment Opportunity

DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than HRSHR-43. 0% of all equities and portfolios are less risky than HRSHR 43. Compared to the overall equity markets, volatility of historical daily returns of HRSHR-43 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

HRSHR 43 Volatility Indicators

HRSHR-43 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.