TA25HAREL SAL (Israel) Risk Analysis And Volatility Evaluation

HRTA25-1 -- Israel ETF  

ILS 1,914  0.00  0.00%

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 S1 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TA25HAREL SAL S1 Technical Analysis

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 0.0 . This indicates unless we do not have required data, the returns on DOW and TA25HAREL SAL are completely uncorrelated. Furthermore, TA25HAREL SAL S1It does not look like TA25HAREL SAL alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

TA25HAREL SAL Return Volatility

TA25HAREL SAL S1 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2765% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

TA25HAREL SAL Investment Opportunity

DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than TA25HAREL SAL S1. 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 S1 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TA25HAREL SAL Volatility Indicators

TA25HAREL SAL S1 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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