HSP 104 (Israel) Risk Analysis And Volatility Evaluation

HSP-104 -- Israel ETF  

ILS 7,720  0.00  0.00%

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 HSP-104 which you can use to evaluate future volatility of the entity. Please check out HSP 104 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HSP-104 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.

HSP 104 Projected Return Density Against Market

Assuming 30 trading days horizon, HSP 104 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and HSP 104 are completely uncorrelated. Furthermore, HSP-104It does not look like HSP 104 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

HSP 104 Return Volatility

HSP-104 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Money Managers Now

   

Money Managers

Screen money managers from public funds and ETFs managed around the world
All  Next Launch Money Managers

Investment Outlook

HSP 104 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than HSP-104. 0% of all equities and portfolios are less risky than HSP 104. Compared to the overall equity markets, volatility of historical daily returns of HSP-104 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

HSP 104 Volatility Indicators

HSP-104 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Search macroaxis.com