ITMR R1 (Israel) Risk Analysis And Volatility Evaluation

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

Transformation
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.

ITMR R1 Projected Return Density Against Market

Assuming 30 trading days horizon, ITMR R1 has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and ITMR R1 are completely uncorrelated. Furthermore, ITMR-R1It does not look like ITMR R1 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

ITMR R1 Return Volatility

ITMR-R1 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 (%) 
      Timeline 

Did you try this?

Run Fundamentals Matrix Now

   

Fundamentals Matrix

View fundamentals matrix and analyze how accounts are interrelated and interconnected with each other
All  Next Launch Fundamentals Matrix

Investment Outlook

ITMR R1 Investment Opportunity

DOW has a standard deviation of returns of 1.07 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 Volatility Indicators

ITMR-R1 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Search macroaxis.com