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 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

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 0.0 . This indicates unless we do not have required data, the returns on DOW and HRST 202 are completely uncorrelated. Furthermore, HRST-202It does not look like HRST 202 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

HRST 202 Return Volatility

HRST-202 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0603% 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 1.06 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.

HRST 202 Volatility Indicators

HRST-202 Current Risk Indicators

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