ITMR R1 (Israel) Risk Analysis And Volatility

Our approach towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ITMR-R1 which you can use to evaluate future volatility of the corporation. Please check out ITMR R1 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

ITMR-R1 Technical Analysis

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ITMR R1 Projected Return Density Against Market

Assuming 30 trading days horizon, ITMR R1 has beta of 0.0 . This indicates the returns on DOW and ITMR R1 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

ITMR R1 Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

ITMR R1 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than ITMR-R1. 0% of all equities and portfolios are less risky than ITMR R1. Compared to the overall equity markets, volatility of historical daily returns of ITMR-R1 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

ITMR R1 Current Risk Indicators

ITMR R1 Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.