HRST 202 (Israel) Risk Analysis And Volatility Evaluation

HRST-202 -- Israel ETF  

ILS 3,393  71.00  2.14%

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 HRST-202 which you can use to evaluate future volatility of the entity. Please check out HRST 202 Risk Adjusted Performance of 0.0594 and Market Risk Adjusted Performance of 0.5622 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HRST 202 Market Sensitivity

As returns on market increase, HRST 202 returns are expected to increase less than the market. However during bear market, the loss on holding HRST 202 will be expected to be smaller as well.
2 Months Beta |Analyze HRST-202 Demand Trend
Check current 30 days HRST 202 correlation with market (DOW)
β = 0.0809

HRST 202 Central Daily Price Deviation

HRST-202 Technical Analysis

Transformation
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HRST 202 Projected Return Density Against Market

Assuming 30 trading days horizon, HRST 202 has beta of 0.0809 . This indicates as returns on market go up, HRST 202 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HRST-202 will be expected to be much smaller as well. Moreover, HRST-202 has an alpha of 0.054 implying that it can potentially generate 0.054% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.08
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

HRST 202 Return Volatility

HRST-202 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2919% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HRST 202 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than HRST-202. 0% of all equities and portfolios are less risky than HRST 202. Compared to the overall equity markets, volatility of historical daily returns of HRST-202 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HRST-202 to enhance returns of your portfolios. The etf experiences unexpected upward trend. Watch out for market signals. Check odds of HRST 202 to be traded at S4071.6 in 30 days. As returns on market increase, HRST 202 returns are expected to increase less than the market. However during bear market, the loss on holding HRST 202 will be expected to be smaller as well.

HRST 202 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding HRST-202 and equity matching DJI index in the same portfolio.

HRST 202 Volatility Indicators

HRST-202 Current Risk Indicators

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