HSP 104 (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 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 the returns on DOW and HSP 104 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HSP 104 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of HSP-104 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
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

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

HSP 104 Investment Opportunity

DOW has a standard deviation of returns of 0.57 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 Current Risk Indicators

HSP 104 Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
Search macroaxis.com