HRST 202 (Israel) Risk Analysis And Volatility

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 Market Risk Adjusted Performance of (0.83) and Risk Adjusted Performance of 0.0345 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, returns on owning HRST 202 are expected to decrease at a much smaller rate. During bear market, HRST 202 is likely to outperform the market.
2 Months Beta |Analyze HRST-202 Demand Trend
Check current 30 days HRST 202 correlation with market (DOW)
β = -0.0534

HRST 202 Central Daily Price Deviation

HRST-202 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.

HRST 202 Projected Return Density Against Market

Assuming 30 trading days horizon, HRST-202 has beta of -0.0534 . This indicates as returns on benchmark increase, returns on holding HRST 202 are expected to decrease at a much smaller rate. During bear market, however, HRST-202 is likely to outperform the market. Moreover, The company has an alpha of 0.0508 implying that it can potentially generate 0.0508% 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=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

HRST 202 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5925% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

HRST 202 Investment Opportunity

DOW has a standard deviation of returns of 0.59 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 protect your portfolios against small markets fluctuations. The etf experiences very speculative upward sentiment. Check odds of HRST 202 to be traded at S0.0 in 30 days. . As returns on market increase, returns on owning HRST 202 are expected to decrease at a much smaller rate. During bear market, HRST 202 is likely to outperform the market.

HRST 202 correlation with market

correlation synergy
Good 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 Current Risk Indicators

HRST 202 Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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