INDSR 51 (Israel) Risk Analysis And Volatility Evaluation

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 Market Risk Adjusted Performance of 13.31 and Risk Adjusted Performance of 0.74 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INDSR 51 Market Sensitivity

As returns on market increase, returns on owning INDSR 51 are expected to decrease at a much smaller rate. During bear market, INDSR 51 is likely to outperform the market.
One Month Beta |Analyze INDSR-51 Demand Trend
Check current 30 days INDSR 51 correlation with market (DOW)
β = -9.0E-4
INDSR 51 Almost negative betaINDSR-51 Beta Legend

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 -9.0E-4 . This indicates as returns on benchmark increase, returns on holding INDSR 51 are expected to decrease at a much smaller rate. During bear market, however, INDSR-51 is likely to outperform the market. Additionally, INDSR-51 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0009
σ
Overall volatility
=0.00
Ir
Information ratio =8.40

INDSR 51 Return Volatility

INDSR-51 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

INDSR 51 Investment Opportunity

DOW has a standard deviation of returns of 1.05 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 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. As returns on market increase, returns on owning INDSR 51 are expected to decrease at a much smaller rate. During bear market, INDSR 51 is likely to outperform the market.

INDSR 51 correlation with market

Good 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 Volatility Indicators

INDSR-51 Current Risk Indicators

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