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 Semi Deviation of 0.1159, Market Risk Adjusted Performance of 0.1154 and Risk Adjusted Performance of (0.0003649) 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 = -0.0135

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 -0.0135 . 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, INGL1-55 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 
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