KDJI 117 (Israel) Risk Analysis And Volatility Evaluation

KDJI-117 -- Israel ETF  

ILS 13,040  0.00  0.00%

Our philosophy towards 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 KDJI 117 which you can use to evaluate future volatility of the organization. Please verify KDJI-117 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KDJI-117 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.

KDJI 117 Projected Return Density Against Market

Assuming 30 trading days horizon, KDJI 117 has beta of 0.0 indicating unless we do not have required data, the returns on DOW and KDJI 117 are completely uncorrelated. Furthermore, KDJI-117It does not look like KDJI 117 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

KDJI 117 Return Volatility

KDJI-117 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2898% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Did you try this?

Run Transaction History Now


Transaction History

View history of all your transactions and understand their impact on performance
All  Next Launch Transaction History

Investment Outlook

KDJI 117 Investment Opportunity

DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than KDJI-117. 0% of all equities and portfolios are less risky than KDJI 117. Compared to the overall equity markets, volatility of historical daily returns of KDJI-117 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KDJI 117 Volatility Indicators

KDJI-117 Current Risk Indicators

Please see also Stocks Correlation. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Search macroaxis.com