KDAX 234 (Israel) Risk Analysis And Volatility

Our approach into estimating 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 KDAX 234 which you can use to evaluate future volatility of the organization. Please verify KDAX-234 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KDAX-234 Technical Analysis

Transformation
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KDAX 234 Projected Return Density Against Market

Assuming 30 trading days horizon, KDAX 234 has beta of 0.0 indicating the returns on DOW and KDAX 234 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of KDAX 234 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of KDAX-234 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

KDAX 234 Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5829% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

KDAX 234 Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than KDAX-234. 0% of all equities and portfolios are less risky than KDAX 234. Compared to the overall equity markets, volatility of historical daily returns of KDAX-234 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KDAX 234 Current Risk Indicators

KDAX 234 Suggested Diversification Pairs

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