HRSPF 81 (Israel) Risk Analysis And Volatility Evaluation

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 HRSPF-81 which you can use to evaluate future volatility of the entity. Please check out HRSPF 81 Risk Adjusted Performance of (0.006081) and Market Risk Adjusted Performance of (0.14) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRSPF 81 Market Sensitivity

As returns on market increase, HRSPF 81 returns are expected to increase less than the market. However during bear market, the loss on holding HRSPF 81 will be expected to be smaller as well.
2 Months Beta |Analyze HRSPF-81 Demand Trend
Check current 30 days HRSPF 81 correlation with market (DOW)
β = 0.052

HRSPF 81 Central Daily Price Deviation

HRSPF-81 Technical Analysis

Transformation
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HRSPF 81 Projected Return Density Against Market

Assuming 30 trading days horizon, HRSPF 81 has beta of 0.052 . This indicates as returns on market go up, HRSPF 81 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HRSPF-81 will be expected to be much smaller as well. Moreover, HRSPF-81 has an alpha of 8.0E-4 implying that it can potentially generate 8.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0008
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.24

HRSPF 81 Return Volatility

HRSPF-81 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3105% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Portfolio Volatility

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Investment Outlook

HRSPF 81 Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than HRSPF-81. 0% of all equities and portfolios are less risky than HRSPF 81. Compared to the overall equity markets, volatility of historical daily returns of HRSPF-81 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HRSPF-81 to protect against small markets fluctuations. The etf experiences very speculative upward sentiment.. Check odds of HRSPF 81 to be traded at S0.0 in 30 days. As returns on market increase, HRSPF 81 returns are expected to increase less than the market. However during bear market, the loss on holding HRSPF 81 will be expected to be smaller as well.

HRSPF 81 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding HRSPF-81 and equity matching DJI index in the same portfolio.

HRSPF 81 Volatility Indicators

HRSPF-81 Current Risk Indicators

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