HRSPF 81 (Israel) Risk Analysis And Volatility

HRSPF-81 -- Israel ETF  

ILS 228.70  2.50  1.11%

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 Market Risk Adjusted Performance of 0.0537 and Risk Adjusted Performance of 0.0017 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, returns on owning HRSPF 81 are expected to decrease at a much smaller rate. During bear market, HRSPF 81 is likely to outperform the market.
2 Months Beta |Analyze HRSPF-81 Demand Trend
Check current 30 days HRSPF 81 correlation with market (DOW)
β = -0.1786

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 -0.1786 . This indicates as returns on benchmark increase, returns on holding HRSPF 81 are expected to decrease at a much smaller rate. During bear market, however, HRSPF-81 is likely to outperform the market. Moreover, The company has an alpha of 0.0037 implying that it can potentially generate 0.0037% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0037
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

HRSPF 81 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6944% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HRSPF 81 Investment Opportunity

DOW has a standard deviation of returns of 0.69 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 enhance returns of your portfolios. The etf experiences large bullish trend. Check odds of HRSPF 81 to be traded at S251.57 in 30 days. . As returns on market increase, returns on owning HRSPF 81 are expected to decrease at a much smaller rate. During bear market, HRSPF 81 is likely to outperform the market.

HRSPF 81 correlation with market

correlation synergy
Good 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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