INDSR 51 (Israel) Risk Analysis And Volatility

INDSR-51 -- Israel ETF  

ILS 414.59  0.18  0.0434%

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 INDSR-51 which you can use to evaluate future volatility of the entity. Please check out INDSR 51 Risk Adjusted Performance of (0.24) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INDSR-51 Technical Analysis

Transformation
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INDSR 51 Projected Return Density Against Market

Assuming 30 trading days horizon, INDSR 51 has beta of 0.0 . This indicates the returns on DOW and INDSR 51 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 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =4.48

INDSR 51 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5831% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

INDSR 51 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than INDSR-51. 0% of all equities and portfolios are less risky than INDSR 51. Compared to the overall equity markets, volatility of historical daily returns of INDSR-51 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use INDSR-51 to protect your portfolios against small markets fluctuations. The etf experiences normal downward trend and little activity. Check odds of INDSR 51 to be traded at S410.44 in 30 days. . The returns on DOW and INDSR 51 are completely uncorrelated.

INDSR 51 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding INDSR-51 and equity matching DJI index in the same portfolio.

INDSR 51 Current Risk Indicators

INDSR 51 Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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