INBNK 45 (Israel) Risk Analysis And Volatility Evaluation

Our approach to 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 INBNK 45 which you can use to evaluate future volatility of the entity. Please check out INBNK-45 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INBNK-45 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.

INBNK 45 Projected Return Density Against Market

Assuming 30 trading days horizon, INBNK 45 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and INBNK 45 are completely uncorrelated. Furthermore, INBNK-45It does not look like INBNK 45 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

INBNK 45 Return Volatility

INBNK-45 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0379% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Idea Breakdown Now

   

Idea Breakdown

Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
All  Next Launch Idea Breakdown

Investment Outlook

INBNK 45 Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than INBNK-45. 0% of all equities and portfolios are less risky than INBNK 45. Compared to the overall equity markets, volatility of historical daily returns of INBNK-45 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

INBNK 45 Volatility Indicators

INBNK-45 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
Search macroaxis.com