TA25HAREL SAL (Israel) Risk Analysis And Volatility Evaluation

HRT25-7 -- Israel ETF  

ILS 1,400  4.00  0.29%

Our approach to measuring 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 TA25HAREL SAL which you can use to evaluate future volatility of the entity. Please validate TA25HAREL SAL S7 Coefficient Of Variation of 1045.24, Market Risk Adjusted Performance of 0.3637 and Standard Deviation of 0.2014 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TA25HAREL SAL Market Sensitivity

As returns on market increase, TA25HAREL SAL returns are expected to increase less than the market. However during bear market, the loss on holding TA25HAREL SAL will be expected to be smaller as well.
One Month Beta |Analyze TA25HAREL SAL S7 Demand Trend
Check current 30 days TA25HAREL SAL correlation with market (DOW)
β = 0.0262
TA25HAREL SAL Small BetaTA25HAREL SAL S7 Beta Legend

TA25HAREL SAL S7 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.

TA25HAREL SAL Projected Return Density Against Market

Assuming 30 trading days horizon, TA25HAREL SAL has beta of 0.0262 . This indicates as returns on market go up, TA25HAREL SAL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TA25HAREL SAL S7 will be expected to be much smaller as well. Moreover, TA25HAREL SAL S7 has an alpha of 0.005 implying that it can potentially generate 0.005% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.005
β
Beta against DOW=0.0262
σ
Overall volatility
=0.00
Ir
Information ratio =0.76

TA25HAREL SAL Return Volatility

TA25HAREL SAL S7 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

TA25HAREL SAL Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than TA25HAREL SAL S7. 0% of all equities and portfolios are less risky than TA25HAREL SAL. Compared to the overall equity markets, volatility of historical daily returns of TA25HAREL SAL S7 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use TA25HAREL SAL S7 to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of TA25HAREL SAL to be traded at S1470.0 in 30 days. As returns on market increase, TA25HAREL SAL returns are expected to increase less than the market. However during bear market, the loss on holding TA25HAREL SAL will be expected to be smaller as well.

TA25HAREL SAL correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding TA25HAREL SAL S7 and equity matching DJI index in the same portfolio.

TA25HAREL SAL Volatility Indicators

TA25HAREL SAL S7 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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