INGLL 53 (Israel) Risk Analysis And Volatility Evaluation

INGLL-53 -- Israel ETF  

ILS 236.59  0.00  0.00%

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 INGLL-53 which you can use to evaluate future volatility of the entity. Please check out INGLL 53 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INGLL-53 Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

INGLL 53 Projected Return Density Against Market

Assuming 30 trading days horizon, INGLL 53 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and INGLL 53 are completely uncorrelated. Furthermore, INGLL-53It does not look like INGLL 53 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

INGLL 53 Return Volatility

INGLL-53 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0678% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Did you try this?

Run Focused Opportunities Now


Focused Opportunities

Build portfolios using our predefined set of ideas and optimize them against your investing preferences
All  Next Launch Focused Opportunities

Investment Outlook

INGLL 53 Investment Opportunity

DOW has a standard deviation of returns of 1.07 and is 9.223372036854776E16 times more volatile than INGLL-53. 0% of all equities and portfolios are less risky than INGLL 53. Compared to the overall equity markets, volatility of historical daily returns of INGLL-53 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

INGLL 53 Volatility Indicators

INGLL-53 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..