INGL1 55 (Israel) Risk Analysis And Volatility

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 Semi Deviation of 0.1501, Market Risk Adjusted Performance of 0.7901 and Risk Adjusted Performance of (0.027479) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INGL1 55 Market Sensitivity

As returns on market increase, returns on owning INGL1 55 are expected to decrease at a much smaller rate. During bear market, INGL1 55 is likely to outperform the market.
2 Months Beta |Analyze INGL1-55 Demand Trend
Check current 30 days INGL1 55 correlation with market (DOW)
β = -0.0126

INGL1 55 Central Daily Price Deviation

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 -0.0126 . This indicates as returns on benchmark increase, returns on holding INGL1 55 are expected to decrease at a much smaller rate. During bear market, however, INGL1-55 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. INGL1-55 is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.009
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.4

INGL1 55 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% 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 0.69 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. Use INGL1-55 to enhance returns of your portfolios. The etf experiences normal upward fluctuation. Check odds of INGL1 55 to be traded at S367.82 in 30 days. . As returns on market increase, returns on owning INGL1 55 are expected to decrease at a much smaller rate. During bear market, INGL1 55 is likely to outperform the market.

INGL1 55 correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding INGL1-55 and equity matching DJI index in the same portfolio.

INGL1 55 Volatility Indicators

INGL1-55 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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