INGL1 55 (Israel) Risk Analysis And Volatility Evaluation

INGL1-55 -- Israel ETF  

ILS 350.30  0.97  0.28%

Our philosophy towards 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 INGL1-55 which you can use to evaluate future volatility of the entity. Please check out INGL1 55 Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INGL1-55 Technical Analysis

Transformation
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INGL1 55 Projected Return Density Against Market

Assuming 30 trading days horizon, INGL1 55 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and INGL1 55 are completely uncorrelated. Furthermore, INGL1-55It does not look like INGL1 55 alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

INGL1 55 Return Volatility

INGL1-55 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

INGL1 55 Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than INGL1-55. 0% of all equities and portfolios are less risky than INGL1 55. Compared to the overall equity markets, volatility of historical daily returns of INGL1-55 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

INGL1 55 Volatility Indicators

INGL1-55 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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