I D (Israel) Risk Analysis And Volatility

IDIN -- Israel Stock  

ILS 17,110  280.00  1.61%

Macroaxis considers I D to be unknown risk. I D I holds Efficiency (Sharpe) Ratio of -0.179 which attests that the company had -0.179% of return per unit of return volatility over the last 2 months. Macroaxis philosophy in determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. I D I exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out I D to validate risk estimate we provide.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

I D Market Sensitivity

As returns on market increase, I D returns are expected to increase less than the market. However during bear market, the loss on holding I D will be expected to be smaller as well.
2 Months Beta |Analyze I D I Demand Trend
Check current 30 days I D correlation with market (DOW)
β = 0.5395

I D Central Daily Price Deviation

I D I Technical Analysis

Transformation
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I D Projected Return Density Against Market

Assuming 30 trading days horizon, I D has beta of 0.5395 . This indicates as returns on market go up, I D average returns are expected to increase less than the benchmark. However during bear market, the loss on holding I D I Insurance Company Ltd will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. I D I is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of I D is -558.54. The daily returns are destributed with a variance of 8.72 and standard deviation of 2.95. The mean deviation of I D I Insurance Company Ltd is currently at 1.76. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.34
β
Beta against DOW=0.54
σ
Overall volatility
=2.95
Ir
Information ratio =0.19

I D Return Volatility

the company accepts 2.9524% volatility on return distribution over the 30 days horizon. the entity inherits 0.5832% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

I D Investment Opportunity

I D I Insurance Company Ltd has a volatility of 2.95 and is 5.09 times more volatile than DOW. 26% of all equities and portfolios are less risky than I D. Compared to the overall equity markets, volatility of historical daily returns of I D I Insurance Company Ltd is lower than 26 (%) of all global equities and portfolios over the last 30 days. Use I D I Insurance Company Ltd to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of I D to be traded at S16596.7 in 30 days. . As returns on market increase, I D returns are expected to increase less than the market. However during bear market, the loss on holding I D will be expected to be smaller as well.

I D correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding I D I Insurance Company Ltd and equity matching DJI index in the same portfolio.

I D Current Risk Indicators

I D Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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