IF100 48 (Israel) Risk Analysis And Volatility Evaluation

IF100-48 -- Israel ETF  

ILS 6,394  105.00  1.67%

Our way in which we are 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 IF100 48 which you can use to evaluate future volatility of the entity. Please check out IF100-48 Standard Deviation of 0.8054 and Market Risk Adjusted Performance of 0.48 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IF100 48 Market Sensitivity

As returns on market increase, returns on owning IF100 48 are expected to decrease at a much smaller rate. During bear market, IF100 48 is likely to outperform the market.
One Month Beta |Analyze IF100-48 Demand Trend
Check current 30 days IF100 48 correlation with market (DOW)
β = -0.1384
IF100 48 Almost negative betaIF100-48 Beta Legend

IF100-48 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.

IF100 48 Projected Return Density Against Market

Assuming 30 trading days horizon, IF100-48 has beta of -0.1384 . This indicates as returns on benchmark increase, returns on holding IF100 48 are expected to decrease at a much smaller rate. During bear market, however, IF100-48 is likely to outperform the market. Moreover, IF100-48 has an alpha of 0.0478 implying that it can potentially generate 0.0478% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0478
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.27

IF100 48 Return Volatility

IF100-48 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0479% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

IF100 48 Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 9.223372036854776E16 times more volatile than IF100-48. 0% of all equities and portfolios are less risky than IF100 48. Compared to the overall equity markets, volatility of historical daily returns of IF100-48 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IF100-48 to enhance returns of your portfolios. The etf experiences large bullish trend. Check odds of IF100 48 to be traded at S7033.4 in 30 days. As returns on market increase, returns on owning IF100 48 are expected to decrease at a much smaller rate. During bear market, IF100 48 is likely to outperform the market.

IF100 48 correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding IF100-48 and equity matching DJI index in the same portfolio.

IF100 48 Volatility Indicators

IF100-48 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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